+379.6%
SPY vs PFGC
+419.1%
-39.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.1% | -2.2% | +2.3% | +0.5% |
| 30D | +0.1% | -11.9% | +12.0% | +2.4% |
| 3M | +2.0% | +5.0% | -3.0% | +0.8% |
| 6M | +13.0% | +8.6% | +4.4% | +10.8% |
| YTD | +13.5% | +9.7% | +3.9% | +10.8% |
| 1Y | +20.0% | -6.3% | +26.3% | +20.4% |
| 3Y | +77.2% | +58.2% | +19.0% | +60.3% |
| 5Y | +81.9% | +110.4% | -28.6% | +54.2% |
| 10Y | +314.1% | +272.8% | +41.3% | +216.2% |
| All | +379.6% | +419.1% | -39.5% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling