+214.7%
CAPR vs PFGC
+77.4%
+137.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.6% | +4.4% |
| 7D | +41.1% | +8.5% | +32.5% | +42.3% |
| 30D | +11.1% | +15.0% | -3.9% | +13.2% |
| 3M | +115.3% | -6.2% | +121.5% | +109.8% |
| 6M | -73.8% | +15.7% | -89.6% | -73.2% |
| YTD | -68.8% | +19.6% | -88.4% | -67.8% |
| 1Y | +43.3% | +13.2% | +30.1% | +47.2% |
| 3Y | +214.7% | +77.0% | +137.7% | +158.2% |
| All | +214.7% | +77.4% | +137.3% | +158.2% |
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 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