+11.2%
AR vs PFGC
+11.2%
-0.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +5.1% |
| 7D | -5.8% | +15.0% | -20.8% | -1.9% |
| 30D | +4.8% | +17.0% | -12.2% | +9.6% |
| 3M | +1.5% | -2.5% | +4.0% | +2.6% |
| 6M | +4.7% | +19.2% | -14.5% | +12.0% |
| YTD | +9.2% | +23.4% | -14.2% | +20.4% |
| 1Y | +11.2% | +13.9% | -2.7% | +21.9% |
| All | +11.2% | +11.2% | -0.1% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling