+133.7%
AS vs PFGC
+50.7%
+83.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +7.1% | +12.5% | -5.3% | +0.2% |
| 30D | +12.8% | +17.0% | -4.1% | +3.3% |
| 3M | -14.7% | -2.1% | -12.7% | -14.3% |
| 6M | -9.9% | +25.9% | -35.8% | -22.2% |
| YTD | -16.1% | +22.0% | -38.1% | -27.8% |
| 1Y | +0.2% | +14.8% | -14.7% | -10.5% |
| All | +133.7% | +50.7% | +83.1% | +68.4% |
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