+70.6%
ACWI vs PFGC
+77.4%
-6.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | -2.4% | +8.5% | -10.9% | -4.2% |
| 30D | -5.2% | +15.0% | -20.2% | -8.2% |
| 3M | -4.8% | -6.2% | +1.4% | -3.6% |
| 6M | -1.3% | +15.7% | -17.1% | -5.4% |
| YTD | +8.4% | +19.6% | -11.2% | +2.3% |
| 1Y | +11.0% | +13.2% | -2.2% | +6.3% |
| 3Y | +70.6% | +77.0% | -6.4% | +41.7% |
| All | +70.6% | +77.4% | -6.8% | +41.7% |
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