+37.6%
CL vs PFGC
+77.4%
-39.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.9% |
| 7D | +1.3% | +8.5% | -7.2% | 0.0% |
| 30D | +11.4% | +15.0% | -3.6% | +9.1% |
| 3M | +4.4% | -6.2% | +10.6% | +4.9% |
| 6M | +10.8% | +15.7% | -5.0% | +8.6% |
| YTD | +25.1% | +19.6% | +5.6% | +21.7% |
| 1Y | +28.0% | +13.2% | +14.8% | +25.0% |
| 3Y | +37.6% | +77.0% | -39.3% | +33.1% |
| All | +37.6% | +77.4% | -39.8% | +33.1% |
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