+162.2%
W vs PFGC
+287.3%
-125.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | +5.9% | -3.7% | +9.6% | +7.5% |
| 30D | -3.0% | -16.0% | +12.9% | +3.6% |
| 3M | +40.3% | -4.1% | +44.5% | +42.4% |
| 6M | +32.2% | +8.7% | +23.5% | +27.5% |
| YTD | -0.3% | +6.4% | -6.6% | -3.2% |
| 1Y | +16.2% | -8.4% | +24.5% | +19.7% |
| 3Y | +40.7% | +61.8% | -21.0% | +19.9% |
| 5Y | -62.3% | +108.7% | -171.1% | -69.8% |
| 10Y | +162.2% | +298.1% | -135.9% | +83.7% |
| All | +162.2% | +287.3% | -125.1% | +83.7% |
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