+120.4%
AS vs PFGC
+35.5%
+84.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.9% |
| 7D | -4.9% | -2.2% | -2.7% | -3.8% |
| 30D | -19.6% | -11.9% | -7.7% | -14.1% |
| 3M | -14.4% | +5.0% | -19.4% | -17.6% |
| 6M | -20.1% | +8.6% | -28.7% | -25.0% |
| YTD | -20.9% | +9.7% | -30.6% | -27.7% |
| 1Y | -21.9% | -6.3% | -15.6% | -20.4% |
| All | +120.4% | +35.5% | +84.9% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling