+482.0%
V vs PFGC
+419.1%
+62.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -1.7% | -2.2% | +0.5% | -1.2% |
| 30D | +2.0% | -11.9% | +13.9% | +4.8% |
| 3M | +17.4% | +5.0% | +12.4% | +15.9% |
| 6M | +17.5% | +8.6% | +8.9% | +14.9% |
| YTD | +7.6% | +9.7% | -2.1% | +4.5% |
| 1Y | +7.7% | -6.3% | +14.0% | +8.3% |
| 3Y | +54.7% | +58.2% | -3.6% | +36.8% |
| 5Y | +73.0% | +110.4% | -37.4% | +41.4% |
| 10Y | +390.9% | +272.8% | +118.1% | +247.2% |
| All | +482.0% | +419.1% | +62.9% | +296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling