-39.3%
CAG vs PFGC
+59.5%
-98.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -5.9% | -4.8% | -1.0% | -5.2% |
| 30D | -1.5% | -17.2% | +15.7% | +1.3% |
| 3M | +11.5% | -6.3% | +17.8% | +12.7% |
| 6M | -15.7% | +8.8% | -24.5% | -16.5% |
| YTD | -10.2% | +4.9% | -15.1% | -11.1% |
| 1Y | -18.1% | -9.5% | -8.6% | -17.4% |
| All | -39.3% | +59.5% | -98.8% | -46.2% |
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 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