+423.6%
COMP vs PFGC
+82.6%
+341.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.0% |
| 7D | 0.0% | +3.4% | -3.4% | -1.9% |
| 30D | +16.6% | +16.9% | -0.4% | +5.5% |
| 3M | -23.5% | +6.4% | -29.9% | -26.7% |
| 6M | +25.7% | +16.0% | +9.7% | +12.9% |
| YTD | -3.4% | +23.6% | -27.0% | -17.4% |
| 1Y | +7.6% | +16.6% | -9.0% | -5.0% |
| 3Y | +423.6% | +82.3% | +341.3% | +204.8% |
| All | +423.6% | +82.6% | +341.0% | +204.8% |
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 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