-21.4%
DOW vs PFGC
+82.7%
-104.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -0.5% | +1.5% | -2.0% | -0.8% |
| 30D | +15.7% | +17.4% | -1.7% | +11.7% |
| 3M | +5.3% | -2.4% | +7.7% | +6.2% |
| 6M | -14.2% | +18.2% | -32.4% | -18.1% |
| YTD | +43.9% | +23.7% | +20.2% | +32.9% |
| 1Y | +53.1% | +15.0% | +38.1% | +46.5% |
| All | -21.4% | +82.7% | -104.1% | -36.9% |
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