+50.1%
F vs PFGC
+82.7%
-32.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.1% | +1.5% | -3.6% | -2.7% |
| 30D | +3.3% | +17.4% | -14.1% | -2.9% |
| 3M | -11.3% | -2.4% | -8.9% | -10.8% |
| 6M | +5.3% | +18.2% | -12.9% | -1.8% |
| YTD | -2.2% | +23.7% | -25.9% | -11.0% |
| 1Y | -3.5% | +15.0% | -18.5% | -9.8% |
| All | +50.1% | +82.7% | -32.5% | +18.4% |
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 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