+202.8%
TER vs PFGC
+111.4%
+91.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | +0.6% | -2.2% | +2.8% | +1.6% |
| 30D | -8.3% | -11.9% | +3.7% | -3.2% |
| 3M | -12.2% | +5.0% | -17.2% | -16.1% |
| 6M | +17.1% | +8.6% | +8.5% | +9.9% |
| YTD | +84.7% | +9.7% | +75.0% | +71.8% |
| 1Y | +199.9% | -6.3% | +206.2% | +199.4% |
| 3Y | +232.8% | +58.2% | +174.5% | +148.4% |
| All | +202.8% | +111.4% | +91.5% | +88.9% |
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