+22.2%
A vs PFGC
+12.5%
+9.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +13.5% | -12.6% | -0.1% |
| 7D | -2.4% | +13.9% | -16.2% | -3.6% |
| 30D | +3.6% | +18.4% | -14.8% | +1.9% |
| 3M | +27.5% | -2.5% | +30.0% | +28.1% |
| 6M | +58.5% | +26.0% | +32.4% | +55.0% |
| YTD | +31.2% | +21.9% | +9.3% | +27.3% |
| 1Y | +22.2% | +13.4% | +8.8% | +21.4% |
| All | +22.2% | +12.5% | +9.7% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling