+73.3%
ACWI vs PFGC
+82.3%
-9.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.2% | +15.0% | -15.2% | -3.2% |
| 30D | -3.3% | +17.0% | -20.3% | -6.7% |
| 3M | -3.4% | -2.5% | -0.9% | -3.0% |
| 6M | +0.8% | +19.2% | -18.4% | -3.9% |
| YTD | +10.7% | +23.4% | -12.7% | +3.8% |
| 1Y | +11.6% | +13.9% | -2.3% | +7.0% |
| All | +73.3% | +82.3% | -9.0% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling