+210.1%
W vs PFGC
+351.0%
-140.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +0.2% | +3.4% | -3.3% | -1.1% |
| 30D | +6.8% | +16.9% | -10.1% | +0.4% |
| 3M | +10.7% | +6.4% | +4.3% | +7.7% |
| 6M | +86.3% | +16.0% | +70.3% | +75.0% |
| YTD | +11.5% | +23.6% | -12.2% | +1.8% |
| 1Y | +5.1% | +16.6% | -11.5% | -1.7% |
| 3Y | +171.0% | +82.3% | +88.7% | +119.1% |
| 5Y | -56.6% | +138.7% | -195.3% | -67.1% |
| All | +210.1% | +351.0% | -140.9% | +106.1% |
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