+1,193.5%
TER vs PFGC
+465.8%
+727.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.1% |
| 7D | -20.5% | +8.5% | -29.0% | -22.7% |
| 30D | -47.0% | +15.0% | -62.0% | -49.4% |
| 3M | -43.3% | -6.2% | -37.1% | -42.9% |
| 6M | -42.9% | +15.7% | -58.6% | -46.2% |
| YTD | +12.9% | +19.6% | -6.7% | +5.4% |
| 1Y | +18.2% | +13.2% | +5.0% | +11.8% |
| 3Y | +151.8% | +77.0% | +74.8% | +109.4% |
| 5Y | +54.2% | +121.5% | -67.2% | +20.3% |
| 10Y | +908.2% | +354.5% | +553.7% | +539.2% |
| All | +1,193.5% | +465.8% | +727.8% | +680.5% |
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