+2.1%
AS vs PFGC
+12.5%
-10.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +13.5% | -8.4% | +1.0% |
| 7D | +13.8% | +13.9% | -0.1% | +9.2% |
| 30D | +16.7% | +18.4% | -1.7% | +10.8% |
| 3M | -11.5% | -2.5% | -9.0% | -12.1% |
| 6M | -5.5% | +26.0% | -31.5% | -12.5% |
| YTD | -14.2% | +21.9% | -36.0% | -21.2% |
| 1Y | +2.1% | +13.4% | -11.3% | -6.3% |
| All | +2.1% | +12.5% | -10.4% | -6.3% |
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