-15.6%
Z vs PFGC
+351.0%
-366.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +0.8% | +3.4% | -2.6% | -0.3% |
| 30D | +5.2% | +16.9% | -11.7% | -0.1% |
| 3M | -17.0% | +6.4% | -23.4% | -18.7% |
| 6M | -22.7% | +16.0% | -38.7% | -26.7% |
| YTD | -56.3% | +23.6% | -79.9% | -59.8% |
| 1Y | -57.7% | +16.6% | -74.3% | -60.3% |
| 3Y | -16.5% | +82.3% | -98.8% | -33.0% |
| 5Y | -53.4% | +138.7% | -192.1% | -65.9% |
| All | -15.6% | +351.0% | -366.6% | -50.6% |
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