+56.3%
D vs PFGC
+465.8%
-409.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.3% |
| 7D | +3.0% | +8.5% | -5.6% | +2.3% |
| 30D | +11.5% | +15.0% | -3.5% | +10.3% |
| 3M | +3.7% | -6.2% | +9.9% | +4.1% |
| 6M | +13.5% | +15.7% | -2.2% | +12.2% |
| YTD | +20.7% | +19.6% | +1.2% | +18.8% |
| 1Y | +18.2% | +13.2% | +5.0% | +16.8% |
| 3Y | +73.3% | +77.0% | -3.6% | +65.4% |
| 5Y | +12.3% | +121.5% | -109.2% | +4.9% |
| 10Y | +43.4% | +354.5% | -311.2% | +40.4% |
| All | +56.3% | +465.8% | -409.5% | +49.6% |
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