+220.4%
W vs PFGC
+363.4%
-142.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -7.4% | +1.5% | -8.9% | -7.9% |
| 30D | +7.8% | +17.4% | -9.6% | +1.1% |
| 3M | +10.9% | -2.4% | +13.3% | +11.6% |
| 6M | +86.4% | +18.2% | +68.2% | +73.8% |
| YTD | +14.0% | +23.7% | -9.7% | +4.1% |
| 1Y | +3.5% | +15.0% | -11.4% | -2.6% |
| 3Y | +164.8% | +82.3% | +82.4% | +114.1% |
| 5Y | -53.1% | +131.9% | -185.0% | -64.2% |
| 10Y | +220.4% | +353.0% | -132.6% | +113.4% |
| All | +220.4% | +363.4% | -142.9% | +113.4% |
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