+74.4%
CAPR vs PFGC
+13.9%
+60.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -9.3% |
| 7D | +19.1% | +0.3% | +18.8% | +18.9% |
| 30D | +48.8% | +16.1% | +32.7% | +61.9% |
| 3M | +144.4% | +2.4% | +142.0% | +133.4% |
| 6M | -67.5% | +15.7% | -83.2% | -62.8% |
| YTD | -64.5% | +22.3% | -86.8% | -53.6% |
| 1Y | +74.4% | +13.9% | +60.6% | -43.9% |
| All | +74.4% | +13.9% | +60.6% | -43.9% |
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