+28.6%
DD vs PFGC
+13.9%
+14.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +6.7% | +0.3% | +6.5% | +6.7% |
| 30D | +19.4% | +16.1% | +3.3% | +18.5% |
| 3M | +7.6% | +2.4% | +5.3% | +8.1% |
| 6M | +2.9% | +15.7% | -12.8% | +1.8% |
| YTD | +29.9% | +22.3% | +7.6% | +24.7% |
| 1Y | +28.6% | +13.9% | +14.8% | +26.9% |
| All | +28.6% | +13.9% | +14.8% | +26.9% |
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