+66.1%
T vs PFGC
+110.5%
-44.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -1.5% | -2.4% | +0.9% | -1.2% |
| 30D | +7.6% | -15.8% | +23.4% | +10.3% |
| 3M | +15.3% | -0.6% | +15.9% | +15.4% |
| 6M | -8.5% | +10.7% | -19.1% | -10.0% |
| YTD | +6.8% | +7.6% | -0.9% | +5.1% |
| 1Y | -7.2% | -7.8% | +0.6% | -6.4% |
| 3Y | +108.2% | +63.7% | +44.5% | +86.5% |
| 5Y | +66.1% | +112.3% | -46.2% | +37.7% |
| All | +66.1% | +110.5% | -44.5% | +37.7% |
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