-34.6%
DOW vs PFGC
+63.1%
-97.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | -2.9% | -2.4% | -0.5% | -2.3% |
| 30D | +2.0% | -15.8% | +17.7% | +6.4% |
| 3M | -12.5% | -0.6% | -11.9% | -12.9% |
| 6M | -9.2% | +10.7% | -19.9% | -13.1% |
| YTD | +30.8% | +7.6% | +23.1% | +24.6% |
| 1Y | +29.4% | -7.8% | +37.2% | +33.0% |
| 3Y | -34.6% | +63.7% | -98.3% | -46.9% |
| All | -34.6% | +63.1% | -97.6% | -46.9% |
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