+389.7%
TPR vs PFGC
+360.0%
+29.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +0.9% |
| 7D | +12.7% | +10.8% | +1.8% | +7.8% |
| 30D | +17.1% | +17.8% | -0.7% | +9.4% |
| 3M | -15.9% | -2.7% | -13.2% | -15.2% |
| 6M | +2.6% | +20.0% | -17.4% | -4.9% |
| YTD | +7.5% | +24.3% | -16.8% | -2.5% |
| 1Y | +32.9% | +13.2% | +19.7% | +25.0% |
| 3Y | +413.8% | +85.9% | +327.9% | +296.6% |
| 5Y | +263.9% | +141.0% | +122.8% | +152.9% |
| 10Y | +389.7% | +370.6% | +19.1% | +212.8% |
| All | +389.7% | +360.0% | +29.8% | +212.8% |
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