+235.6%
CAPR vs PFGC
+82.6%
+153.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -6.8% |
| 7D | +5.9% | +3.4% | +2.5% | +6.2% |
| 30D | +44.6% | +16.9% | +27.7% | +47.4% |
| 3M | +126.4% | +6.4% | +120.0% | +126.1% |
| 6M | -68.6% | +16.0% | -84.6% | -67.9% |
| YTD | -67.0% | +23.6% | -90.6% | -65.7% |
| 1Y | +65.2% | +16.6% | +48.6% | +70.5% |
| 3Y | +235.6% | +82.3% | +153.3% | +203.9% |
| All | +235.6% | +82.6% | +153.0% | +203.9% |
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 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