+74.2%
AR vs PFGC
+121.6%
-47.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | -14.3% | +8.5% | -22.8% | -16.2% |
| 30D | +1.4% | +15.0% | -13.6% | -2.3% |
| 3M | +3.4% | -6.2% | +9.6% | +4.8% |
| 6M | -2.1% | +15.7% | -17.8% | -6.5% |
| YTD | +4.7% | +19.6% | -14.8% | -2.2% |
| 1Y | +10.6% | +13.2% | -2.6% | +5.0% |
| 3Y | +24.6% | +77.0% | -52.4% | +1.3% |
| All | +74.2% | +121.6% | -47.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling