+47.8%
AR vs PFGC
+65.1%
-17.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.5% | -2.2% | +4.7% | +3.0% |
| 30D | +14.8% | -11.9% | +26.7% | +17.7% |
| 3M | +6.2% | +5.0% | +1.2% | +4.8% |
| 6M | +4.3% | +8.6% | -4.3% | +1.8% |
| YTD | +14.4% | +9.7% | +4.7% | +10.1% |
| 1Y | +21.3% | -6.3% | +27.6% | +24.1% |
| All | +47.8% | +65.1% | -17.4% | +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 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