+270.7%
ACWI vs PFGC
+419.1%
-148.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.5% | -2.2% | +2.7% | +0.9% |
| 30D | +0.9% | -11.9% | +12.8% | +3.1% |
| 3M | +2.4% | +5.0% | -2.6% | +1.2% |
| 6M | +12.4% | +8.6% | +3.8% | +10.3% |
| YTD | +15.2% | +9.7% | +5.5% | +12.5% |
| 1Y | +22.7% | -6.3% | +29.0% | +23.2% |
| 3Y | +75.8% | +58.2% | +17.6% | +59.3% |
| 5Y | +67.7% | +110.4% | -42.7% | +42.7% |
| 10Y | +229.0% | +272.8% | -43.8% | +150.8% |
| All | +270.7% | +419.1% | -148.4% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling