+768.4%
B vs PFGC
+419.1%
+349.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.5% |
| 30D | +9.4% | -11.9% | +21.4% | +10.1% |
| 3M | +5.0% | +5.0% | 0.0% | +4.7% |
| 6M | -3.5% | +8.6% | -12.1% | -4.0% |
| YTD | +4.5% | +9.7% | -5.2% | +3.9% |
| 1Y | +67.8% | -6.3% | +74.1% | +67.9% |
| 3Y | +196.7% | +58.2% | +138.5% | +189.6% |
| 5Y | +151.9% | +110.4% | +41.5% | +142.8% |
| 10Y | +202.2% | +272.8% | -70.6% | +194.9% |
| All | +768.4% | +419.1% | +349.3% | +741.2% |
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