-10.8%
DOW vs PFGC
+158.9%
-169.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -2.4% | -2.2% | -0.2% | -1.8% |
| 30D | +0.4% | -11.9% | +12.3% | +4.0% |
| 3M | -14.4% | +5.0% | -19.4% | -15.9% |
| 6M | -7.0% | +8.6% | -15.6% | -10.2% |
| YTD | +30.2% | +9.7% | +20.5% | +24.4% |
| 1Y | +29.2% | -6.3% | +35.5% | +29.5% |
| 3Y | -36.7% | +58.2% | -94.9% | -46.0% |
| 5Y | -37.7% | +110.4% | -148.1% | -52.5% |
| All | -10.8% | +158.9% | -169.7% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling