+208.1%
C vs PFGC
+77.4%
+130.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | -2.4% | +8.5% | -10.9% | -5.4% |
| 30D | -6.0% | +15.0% | -21.0% | -10.8% |
| 3M | -10.5% | -6.2% | -4.4% | -8.7% |
| 6M | -5.7% | +15.7% | -21.5% | -12.1% |
| YTD | +4.1% | +19.6% | -15.4% | -5.9% |
| 1Y | +20.5% | +13.2% | +7.3% | +11.8% |
| 3Y | +208.1% | +77.0% | +131.2% | +135.0% |
| All | +208.1% | +77.4% | +130.7% | +135.0% |
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