+379.1%
TPR vs PFGC
+347.9%
+31.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.2% |
| 7D | +14.2% | +8.5% | +5.7% | +10.2% |
| 30D | +17.1% | +15.0% | +2.1% | +10.5% |
| 3M | -17.7% | -6.2% | -11.5% | -15.8% |
| 6M | -10.2% | +15.7% | -25.9% | -15.5% |
| YTD | +4.9% | +19.6% | -14.6% | -3.3% |
| 1Y | +36.1% | +13.2% | +22.9% | +28.1% |
| 3Y | +416.5% | +77.0% | +339.5% | +306.7% |
| 5Y | +254.8% | +121.5% | +133.3% | +154.5% |
| All | +379.1% | +347.9% | +31.2% | +214.0% |
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