+77.2%
CAPR vs PFGC
+12.0%
+65.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.0% | +5.5% | +11.6% |
| 7D | +36.0% | +10.8% | +25.2% | +42.8% |
| 30D | +25.8% | +17.8% | +8.0% | +38.1% |
| 3M | +140.8% | -2.7% | +143.6% | +116.0% |
| 6M | -67.6% | +20.0% | -87.6% | -61.7% |
| YTD | -65.9% | +24.3% | -90.2% | -55.1% |
| All | +77.2% | +12.0% | +65.2% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling