+995.4%
TER vs PFGC
+351.0%
+644.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +14.4% | +3.4% | +10.9% | +13.4% |
| 30D | -30.6% | +16.9% | -47.5% | -34.0% |
| 3M | -39.2% | +6.4% | -45.6% | -40.7% |
| 6M | -31.3% | +16.0% | -47.3% | -35.2% |
| YTD | +29.1% | +23.6% | +5.4% | +19.4% |
| 1Y | +47.4% | +16.6% | +30.8% | +38.5% |
| 3Y | +191.2% | +82.3% | +109.0% | +139.9% |
| 5Y | +74.0% | +138.7% | -64.7% | +33.1% |
| All | +995.4% | +351.0% | +644.4% | +614.6% |
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