+202.9%
B vs PFGC
+65.1%
+137.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | +9.4% | -11.9% | +21.4% | +11.6% |
| 3M | +5.0% | +5.0% | 0.0% | +3.7% |
| 6M | -3.5% | +8.6% | -12.1% | -5.5% |
| YTD | +4.5% | +9.7% | -5.2% | +2.2% |
| 1Y | +67.8% | -6.3% | +74.1% | +67.5% |
| All | +202.9% | +65.1% | +137.8% | +155.0% |
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