+14.7%
D vs PFGC
+13.9%
+0.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -3.1% | +0.3% | -3.3% | -3.1% |
| 30D | +8.4% | +16.1% | -7.8% | +5.9% |
| 3M | +0.2% | +2.4% | -2.2% | -1.0% |
| 6M | +9.5% | +15.7% | -6.2% | +6.7% |
| YTD | +18.8% | +22.3% | -3.5% | +13.6% |
| 1Y | +14.7% | +13.9% | +0.8% | +11.3% |
| All | +14.7% | +13.9% | +0.9% | +11.3% |
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