+43.4%
CL vs PFGC
+138.1%
-94.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | +3.2% | +3.4% | -0.2% | +2.8% |
| 30D | +8.0% | +16.9% | -8.9% | +5.8% |
| 3M | +7.9% | +6.4% | +1.5% | +6.8% |
| 6M | +14.7% | +16.0% | -1.3% | +12.4% |
| YTD | +29.2% | +23.6% | +5.5% | +25.3% |
| 1Y | +29.5% | +16.6% | +12.9% | +26.4% |
| 3Y | +40.7% | +82.3% | -41.6% | +29.9% |
| All | +43.4% | +138.1% | -94.7% | +28.8% |
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 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