+47.3%
CAPR vs PFGC
+65.1%
-17.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.2% |
| 7D | -2.0% | -2.2% | +0.2% | -2.4% |
| 30D | +139.2% | -11.9% | +151.1% | +133.5% |
| 3M | -66.4% | +5.0% | -71.4% | -66.1% |
| 6M | -63.1% | +8.6% | -71.7% | -62.7% |
| YTD | -67.4% | +9.7% | -77.1% | -66.8% |
| 1Y | +58.2% | -6.3% | +64.5% | +65.4% |
| All | +47.3% | +65.1% | -17.8% | +14.8% |
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 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