+2,016.4%
TER vs PFGC
+419.1%
+1,597.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +0.6% | -2.2% | +2.8% | +1.2% |
| 30D | -8.3% | -11.9% | +3.7% | -5.2% |
| 3M | -12.2% | +5.0% | -17.2% | -14.3% |
| 6M | +17.1% | +8.6% | +8.5% | +13.4% |
| YTD | +84.7% | +9.7% | +75.0% | +78.0% |
| 1Y | +199.9% | -6.3% | +206.2% | +200.7% |
| 3Y | +232.8% | +58.2% | +174.5% | +187.4% |
| 5Y | +198.6% | +110.4% | +88.1% | +138.0% |
| 10Y | +1,669.7% | +272.8% | +1,397.0% | +1,086.0% |
| All | +2,016.4% | +419.1% | +1,597.3% | +1,218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling