+72.4%
UBER vs PFGC
+140.7%
-68.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -5.4% | -4.8% | -0.6% | -3.3% |
| 30D | -4.9% | -12.5% | +7.6% | +0.9% |
| 3M | +3.0% | -9.7% | +12.8% | +7.8% |
| 6M | -4.4% | +7.0% | -11.4% | -7.7% |
| YTD | -12.3% | +4.5% | -16.8% | -15.0% |
| 1Y | -24.3% | -11.6% | -12.7% | -21.4% |
| 3Y | +46.4% | +58.5% | -12.1% | +14.1% |
| 5Y | +79.7% | +112.6% | -32.9% | +20.8% |
| All | +72.4% | +140.7% | -68.3% | -18.6% |
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