+21.6%
AR vs PFGC
-8.5%
+30.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | -0.1% |
| 7D | -1.2% | -3.7% | +2.5% | -1.7% |
| 30D | +5.5% | -16.0% | +21.5% | +2.8% |
| 3M | +12.9% | -4.1% | +17.0% | +13.0% |
| 6M | +0.1% | +8.7% | -8.6% | +3.0% |
| YTD | +13.5% | +6.4% | +7.2% | +16.8% |
| 1Y | +21.6% | -8.4% | +29.9% | +26.3% |
| All | +21.6% | -8.5% | +30.1% | +26.3% |
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