-49.3%
COMP vs PFGC
+84.3%
-133.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.0% | +12.7% | +12.0% |
| 7D | +13.4% | +8.5% | +4.9% | +7.2% |
| 30D | +11.1% | +15.0% | -3.9% | +1.2% |
| 3M | -18.8% | -6.2% | -12.7% | -16.1% |
| 6M | +10.5% | +15.7% | -5.2% | -0.8% |
| YTD | -3.4% | +19.6% | -23.0% | -15.5% |
| 1Y | +19.7% | +13.2% | +6.5% | +7.9% |
| 3Y | +381.6% | +77.0% | +304.6% | +218.9% |
| 5Y | -17.6% | +121.5% | -139.1% | -53.9% |
| All | -49.3% | +84.3% | -133.7% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling