-22.7%
U vs PFGC
+182.0%
-204.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.7% |
| 7D | +2.6% | +3.4% | -0.9% | +0.8% |
| 30D | +27.6% | +16.9% | +10.6% | +16.9% |
| 3M | +15.3% | +6.4% | +8.9% | +10.7% |
| 6M | +96.4% | +16.0% | +80.4% | +79.2% |
| YTD | +19.6% | +23.6% | -4.1% | +3.1% |
| 1Y | +42.1% | +16.6% | +25.5% | +26.4% |
| 3Y | +87.5% | +82.3% | +5.3% | +29.9% |
| 5Y | -73.1% | +138.7% | -211.9% | -83.1% |
| All | -22.7% | +182.0% | -204.8% | -48.2% |
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