+119.1%
ALL vs PFGC
+82.6%
+36.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +5.0% | +3.4% | +1.6% | +4.2% |
| 30D | +13.3% | +16.9% | -3.6% | +9.1% |
| 3M | +3.2% | +6.4% | -3.2% | +1.4% |
| 6M | +25.3% | +16.0% | +9.3% | +21.0% |
| YTD | +30.5% | +23.6% | +6.8% | +22.9% |
| 1Y | +29.2% | +16.6% | +12.6% | +23.9% |
| 3Y | +119.1% | +82.3% | +36.8% | +85.9% |
| All | +119.1% | +82.6% | +36.5% | +85.9% |
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 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