+76.3%
DE vs PFGC
+61.7%
+14.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -3.0% | -3.7% | +0.7% | -2.1% |
| 30D | +11.1% | -16.0% | +27.1% | +16.0% |
| 3M | +17.6% | -4.1% | +21.7% | +18.5% |
| 6M | +13.6% | +8.7% | +4.9% | +10.3% |
| YTD | +46.3% | +6.4% | +39.9% | +41.8% |
| 1Y | +44.2% | -8.4% | +52.5% | +46.0% |
| All | +76.3% | +61.7% | +14.6% | +44.3% |
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