+68.4%
T vs PFGC
+287.3%
-218.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -3.1% | -3.7% | +0.6% | -2.6% |
| 30D | +4.6% | -16.0% | +20.5% | +6.9% |
| 3M | +12.2% | -4.1% | +16.4% | +12.8% |
| 6M | -6.5% | +8.7% | -15.2% | -7.7% |
| YTD | +4.9% | +6.4% | -1.5% | +3.6% |
| 1Y | -10.5% | -8.4% | -2.1% | -9.9% |
| 3Y | +104.6% | +61.8% | +42.8% | +89.1% |
| 5Y | +64.2% | +108.7% | -44.5% | +44.7% |
| 10Y | +68.4% | +298.1% | -229.7% | +40.4% |
| All | +68.4% | +287.3% | -218.9% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling