+55.7%
T vs PFGC
+135.8%
-80.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.2% |
| 7D | +1.7% | +10.8% | -9.2% | 0.0% |
| 30D | -1.7% | +17.8% | -19.5% | -4.1% |
| 3M | -7.3% | -2.7% | -4.6% | -7.2% |
| 6M | -11.2% | +20.0% | -31.2% | -13.7% |
| YTD | -8.1% | +24.3% | -32.4% | -11.5% |
| 1Y | -8.0% | +13.2% | -21.2% | -10.1% |
| 3Y | +62.1% | +85.9% | -23.8% | +42.8% |
| 5Y | +55.7% | +141.0% | -85.3% | +27.8% |
| All | +55.7% | +135.8% | -80.1% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling