+130.7%
C vs PFGC
+111.4%
+19.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +3.6% | -2.2% | +5.8% | +4.5% |
| 30D | +0.1% | -11.9% | +12.0% | +4.5% |
| 3M | +2.4% | +5.0% | -2.6% | -0.1% |
| 6M | +24.9% | +8.6% | +16.3% | +19.8% |
| YTD | +19.8% | +9.7% | +10.1% | +13.4% |
| 1Y | +44.9% | -6.3% | +51.2% | +45.9% |
| 3Y | +263.0% | +58.2% | +204.8% | +196.5% |
| All | +130.7% | +111.4% | +19.3% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling