+92.7%
DD vs PFGC
+84.6%
+8.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +2.2% | +15.0% | -12.8% | -1.5% |
| 30D | +20.7% | +17.0% | +3.7% | +15.4% |
| 3M | +11.3% | -2.5% | +13.8% | +12.3% |
| 6M | +6.0% | +19.2% | -13.2% | -0.2% |
| YTD | +31.7% | +23.4% | +8.3% | +20.9% |
| 1Y | +32.2% | +13.9% | +18.4% | +25.5% |
| 3Y | +92.7% | +82.0% | +10.7% | +51.2% |
| All | +92.7% | +84.6% | +8.0% | +51.2% |
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