-37.8%
U vs PFGC
+142.6%
-180.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +4.4% | -3.7% | +8.1% | +6.4% |
| 30D | -1.3% | -16.0% | +14.7% | +7.7% |
| 3M | +49.6% | -4.1% | +53.7% | +52.2% |
| 6M | +100.2% | +8.7% | +91.5% | +88.8% |
| YTD | -3.7% | +6.4% | -10.0% | -9.4% |
| 1Y | -6.5% | -8.4% | +1.9% | -4.7% |
| 3Y | +12.9% | +61.8% | -48.9% | -16.1% |
| 5Y | -68.3% | +108.7% | -177.0% | -78.2% |
| All | -37.8% | +142.6% | -180.4% | -54.5% |
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 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