+5.6%
AS vs PFGC
+14.0%
-8.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | +4.5% | +15.0% | -10.5% | -0.1% |
| 30D | +13.2% | +17.0% | -3.8% | +7.7% |
| 3M | -11.9% | -2.5% | -9.5% | -12.6% |
| 6M | -11.6% | +19.2% | -30.8% | -17.0% |
| YTD | -14.7% | +23.4% | -38.1% | -22.1% |
| All | +5.6% | +14.0% | -8.4% | -2.3% |
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