+248.8%
XLF vs PFGC
+292.9%
-44.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.5% | -4.8% | +3.3% | -0.2% |
| 30D | -1.2% | -12.5% | +11.4% | +2.3% |
| 3M | +9.2% | -9.7% | +18.9% | +11.8% |
| 6M | +16.3% | +7.0% | +9.3% | +13.7% |
| YTD | +5.4% | +4.5% | +1.0% | +3.2% |
| 1Y | +7.6% | -11.6% | +19.2% | +9.9% |
| 3Y | +74.2% | +58.5% | +15.7% | +51.7% |
| 5Y | +66.1% | +112.6% | -46.4% | +31.7% |
| All | +248.8% | +292.9% | -44.0% | +150.2% |
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