+107.5%
ALL vs PFGC
+77.4%
+30.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.0% |
| 7D | -1.9% | +8.5% | -10.5% | -3.9% |
| 30D | +13.8% | +15.0% | -1.2% | +10.0% |
| 3M | -7.0% | -6.2% | -0.8% | -5.9% |
| 6M | +18.0% | +15.7% | +2.3% | +14.0% |
| YTD | +24.2% | +19.6% | +4.6% | +18.0% |
| 1Y | +31.2% | +13.2% | +18.0% | +26.6% |
| 3Y | +107.5% | +77.0% | +30.6% | +75.5% |
| All | +107.5% | +77.4% | +30.1% | +75.5% |
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