-0.9%
Z vs PFGC
+273.6%
-274.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -3.0% | -2.2% | -0.8% | -2.3% |
| 30D | -4.2% | -11.9% | +7.8% | -0.2% |
| 3M | -3.7% | +5.0% | -8.7% | -5.6% |
| 6M | -24.5% | +8.6% | -33.1% | -27.0% |
| YTD | -49.3% | +9.7% | -59.0% | -51.5% |
| 1Y | -58.7% | -6.3% | -52.4% | -58.3% |
| 3Y | -34.1% | +58.2% | -92.4% | -44.7% |
| 5Y | -64.5% | +110.4% | -175.0% | -73.1% |
| All | -0.9% | +273.6% | -274.5% | -40.7% |
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