+55.0%
ACWI vs PFGC
+121.6%
-66.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.5% |
| 7D | -2.4% | +8.5% | -10.9% | -4.7% |
| 30D | -5.2% | +15.0% | -20.2% | -8.9% |
| 3M | -4.8% | -6.2% | +1.4% | -3.6% |
| 6M | -1.3% | +15.7% | -17.1% | -6.0% |
| YTD | +8.4% | +19.6% | -11.2% | +1.6% |
| 1Y | +11.0% | +13.2% | -2.2% | +5.6% |
| 3Y | +70.6% | +77.0% | -6.4% | +39.4% |
| All | +55.0% | +121.6% | -66.6% | +14.9% |
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