+19.3%
A vs PFGC
+14.2%
+5.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.1% | +1.5% | -1.6% | -0.3% |
| 30D | +3.3% | +17.4% | -14.1% | +1.6% |
| 3M | +18.5% | -2.4% | +21.0% | +19.3% |
| 6M | +59.3% | +18.2% | +41.1% | +56.6% |
| YTD | +31.0% | +23.7% | +7.3% | +26.3% |
| 1Y | +19.3% | +15.0% | +4.4% | +19.0% |
| All | +19.3% | +14.2% | +5.1% | +19.0% |
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