+1,835.2%
TER vs PFGC
+292.0%
+1,543.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.7% |
| 7D | +11.0% | -2.4% | +13.4% | +11.7% |
| 30D | -1.9% | -15.8% | +13.9% | +2.7% |
| 3M | -0.7% | -0.6% | -0.1% | -1.4% |
| 6M | +36.4% | +10.7% | +25.7% | +31.2% |
| YTD | +92.4% | +7.6% | +84.8% | +86.4% |
| 1Y | +213.5% | -7.8% | +221.3% | +215.7% |
| 3Y | +277.2% | +63.7% | +213.5% | +222.3% |
| 5Y | +219.1% | +112.3% | +106.9% | +153.6% |
| All | +1,835.2% | +292.0% | +1,543.2% | +1,191.7% |
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 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