+51.9%
DOW vs PFGC
+12.5%
+39.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +13.5% | -16.8% | -0.8% |
| 7D | -4.2% | +13.9% | -18.0% | -1.7% |
| 30D | +14.7% | +18.4% | -3.7% | +18.5% |
| 3M | +9.1% | -2.5% | +11.6% | +8.8% |
| 6M | -17.7% | +26.0% | -43.7% | -12.6% |
| YTD | +44.6% | +21.9% | +22.8% | +48.8% |
| 1Y | +51.9% | +13.4% | +38.5% | +61.4% |
| All | +51.9% | +12.5% | +39.4% | +61.4% |
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