+44.6%
AU vs PFGC
+12.5%
+32.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +13.5% | -5.5% | +3.2% |
| 7D | +0.8% | +13.9% | -13.1% | -3.8% |
| 30D | -7.0% | +18.4% | -25.3% | -12.3% |
| 3M | +8.5% | -2.5% | +11.1% | +8.5% |
| 6M | -1.3% | +26.0% | -27.3% | -10.3% |
| YTD | +6.8% | +21.9% | -15.1% | -1.0% |
| 1Y | +44.6% | +13.4% | +31.2% | +33.5% |
| All | +44.6% | +12.5% | +32.1% | +33.5% |
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