-68.0%
U vs PFGC
+110.5%
-178.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +4.0% |
| 7D | +4.5% | -2.4% | +6.9% | +6.4% |
| 30D | -0.6% | -15.8% | +15.2% | +12.5% |
| 3M | +48.4% | -0.6% | +49.0% | +47.7% |
| 6M | +115.4% | +10.7% | +104.7% | +94.2% |
| YTD | -3.2% | +7.6% | -10.9% | -13.1% |
| 1Y | -6.0% | -7.8% | +1.8% | -4.4% |
| 3Y | +13.5% | +63.7% | -50.3% | -32.5% |
| 5Y | -68.0% | +112.3% | -180.3% | -84.3% |
| All | -68.0% | +110.5% | -178.5% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling