+144.6%
CAPR vs PFGC
+121.6%
+23.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.6% | +4.9% |
| 7D | +41.1% | +8.5% | +32.5% | +39.4% |
| 30D | +11.1% | +15.0% | -3.9% | +9.1% |
| 3M | +115.3% | -6.2% | +121.5% | +115.8% |
| 6M | -73.8% | +15.7% | -89.6% | -74.6% |
| YTD | -68.8% | +19.6% | -88.4% | -70.0% |
| 1Y | +43.3% | +13.2% | +30.1% | +38.8% |
| 3Y | +214.7% | +77.0% | +137.7% | +156.9% |
| All | +144.6% | +121.6% | +23.0% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling