+20.6%
AGG vs PFGC
+409.4%
-388.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +0.1% | -2.4% | +2.6% | +0.2% |
| 30D | -0.4% | -15.8% | +15.4% | -0.1% |
| 3M | -0.3% | -0.6% | +0.3% | -0.3% |
| 6M | -1.2% | +10.7% | -11.9% | -1.5% |
| YTD | -0.4% | +7.6% | -8.0% | -0.6% |
| 1Y | +0.4% | -7.8% | +8.2% | +0.5% |
| 3Y | +13.4% | +63.7% | -50.3% | +12.2% |
| 5Y | -1.4% | +112.3% | -113.7% | -3.2% |
| 10Y | +14.8% | +286.7% | -271.9% | +8.6% |
| All | +20.6% | +409.4% | -388.9% | +13.6% |
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 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