+575.6%
AU vs PFGC
+59.5%
+516.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -2.9% | -4.0% |
| 7D | -7.0% | -4.8% | -2.1% | -6.1% |
| 30D | +7.3% | -17.2% | +24.5% | +10.9% |
| 3M | +33.2% | -6.3% | +39.6% | +34.6% |
| 6M | -0.6% | +8.8% | -9.5% | -2.3% |
| YTD | +26.2% | +4.9% | +21.2% | +24.6% |
| 1Y | +68.3% | -9.5% | +77.8% | +68.1% |
| All | +575.6% | +59.5% | +516.0% | +522.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling