+30.5%
DOW vs PFGC
-9.2%
+39.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.7% |
| 7D | -2.4% | -4.8% | +2.5% | -2.8% |
| 30D | -4.1% | -17.2% | +13.1% | -5.7% |
| 3M | -12.4% | -6.3% | -6.1% | -12.6% |
| 6M | -10.6% | +8.8% | -19.5% | -9.8% |
| YTD | +31.1% | +4.9% | +26.2% | +28.7% |
| 1Y | +30.5% | -9.5% | +40.0% | +44.4% |
| All | +30.5% | -9.2% | +39.8% | +44.4% |
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