-54.2%
COMP vs PFGC
+88.1%
-142.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.1% | -8.3% | -8.2% |
| 7D | -1.8% | +12.5% | -14.3% | -9.2% |
| 30D | -0.8% | +17.0% | -17.7% | -10.4% |
| 3M | -28.1% | -2.1% | -26.1% | -27.7% |
| 6M | +27.0% | +25.9% | +1.1% | +8.9% |
| YTD | -12.8% | +22.0% | -34.7% | -24.5% |
| 1Y | +4.9% | +14.8% | -10.0% | -6.2% |
| 3Y | +321.0% | +80.8% | +240.2% | +175.3% |
| 5Y | -25.6% | +126.0% | -151.5% | -58.9% |
| All | -54.2% | +88.1% | -142.3% | -71.6% |
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