-14.9%
A vs PFGC
+110.5%
-125.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.1% |
| 7D | -2.1% | -2.4% | +0.4% | -1.3% |
| 30D | +0.6% | -15.8% | +16.4% | +5.7% |
| 3M | +10.9% | -0.6% | +11.5% | +10.7% |
| 6M | +28.2% | +10.7% | +17.5% | +23.6% |
| YTD | +8.6% | +7.6% | +0.9% | +4.8% |
| 1Y | +15.5% | -7.8% | +23.3% | +17.0% |
| 3Y | +31.8% | +63.7% | -31.9% | +9.6% |
| 5Y | -14.9% | +112.3% | -127.1% | -36.3% |
| All | -14.9% | +110.5% | -125.4% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling