+50.0%
D vs PFGC
+419.1%
-369.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +0.4% | -2.2% | +2.6% | +0.6% |
| 30D | -3.6% | -11.9% | +8.4% | -2.7% |
| 3M | -1.0% | +5.0% | -6.0% | -1.4% |
| 6M | +6.3% | +8.6% | -2.3% | +5.5% |
| YTD | +14.7% | +9.7% | +5.0% | +13.7% |
| 1Y | +16.9% | -6.3% | +23.2% | +17.2% |
| 3Y | +56.8% | +58.2% | -1.4% | +50.9% |
| 5Y | +5.2% | +110.4% | -105.2% | -1.3% |
| 10Y | +35.9% | +272.8% | -236.9% | +34.5% |
| All | +50.0% | +419.1% | -369.1% | +44.6% |
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