+687.1%
B vs PFGC
+465.8%
+221.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | +9.6% | +8.5% | +1.1% | +9.1% |
| 30D | +3.5% | +15.0% | -11.5% | +2.8% |
| 3M | -1.6% | -6.2% | +4.6% | -1.4% |
| 6M | -1.7% | +15.7% | -17.4% | -2.5% |
| YTD | -5.3% | +19.6% | -24.9% | -6.3% |
| 1Y | +27.2% | +13.2% | +14.0% | +26.2% |
| 3Y | +166.1% | +77.0% | +89.2% | +158.3% |
| 5Y | +136.5% | +121.5% | +15.0% | +127.1% |
| 10Y | +172.2% | +354.5% | -182.3% | +166.2% |
| All | +687.1% | +465.8% | +221.3% | +658.8% |
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