+18.9%
COMP vs PFGC
-5.1%
+24.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.9% |
| 7D | +1.4% | -2.2% | +3.6% | +2.8% |
| 30D | -13.3% | -11.9% | -1.4% | -6.7% |
| 3M | +41.1% | +5.0% | +36.1% | +34.4% |
| 6M | +17.2% | +8.6% | +8.6% | +6.7% |
| YTD | +5.2% | +9.7% | -4.5% | -4.3% |
| 1Y | +18.9% | -6.3% | +25.2% | +23.5% |
| All | +18.9% | -5.1% | +24.0% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling