+47.3%
DD vs PFGC
+66.2%
-18.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -3.5% | -2.2% | -1.3% | -2.9% |
| 30D | -10.3% | -11.9% | +1.6% | -7.1% |
| 3M | -7.5% | +5.0% | -12.5% | -9.5% |
| 6M | -8.0% | +8.6% | -16.6% | -11.2% |
| YTD | +10.5% | +9.7% | +0.8% | +5.2% |
| 1Y | +38.3% | -6.3% | +44.6% | +39.9% |
| All | +47.3% | +66.2% | -18.9% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling