+42.7%
CAPR vs PFGC
-8.4%
+51.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.8% | -5.3% |
| 7D | -9.5% | -2.4% | -7.1% | -11.5% |
| 30D | +121.5% | -15.8% | +137.3% | +88.3% |
| 3M | -65.4% | -0.6% | -64.8% | -63.9% |
| 6M | -67.5% | +10.7% | -78.2% | -63.2% |
| YTD | -68.6% | +7.6% | -76.2% | -63.2% |
| 1Y | +42.7% | -7.8% | +50.5% | +45.2% |
| All | +42.7% | -8.4% | +51.1% | +45.2% |
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 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