+1,006.2%
TER vs PFGC
+366.4%
+639.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | -8.9% | +15.0% | -23.9% | -12.7% |
| 30D | -39.1% | +17.0% | -56.0% | -42.1% |
| 3M | -32.8% | -2.5% | -30.3% | -32.9% |
| 6M | -31.7% | +19.2% | -50.9% | -36.2% |
| YTD | +26.9% | +23.4% | +3.5% | +17.5% |
| 1Y | +33.6% | +13.9% | +19.7% | +26.3% |
| 3Y | +181.5% | +82.0% | +99.5% | +132.1% |
| 5Y | +76.1% | +128.7% | -52.5% | +36.0% |
| 10Y | +1,006.2% | +361.5% | +644.7% | +622.3% |
| All | +1,006.2% | +366.4% | +639.8% | +622.3% |
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