+65.7%
F vs PFGC
+484.2%
-418.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +1.0% | +15.0% | -14.0% | -3.3% |
| 30D | +2.1% | +17.0% | -14.9% | -2.7% |
| 3M | -10.3% | -2.5% | -7.8% | -9.9% |
| 6M | +3.3% | +19.2% | -15.9% | -2.4% |
| YTD | -2.0% | +23.4% | -25.4% | -8.7% |
| 1Y | -2.3% | +13.9% | -16.1% | -6.9% |
| 3Y | +49.9% | +82.0% | -32.1% | +23.5% |
| 5Y | -12.5% | +128.7% | -141.1% | -32.9% |
| 10Y | +74.3% | +361.5% | -287.3% | +12.3% |
| All | +65.7% | +484.2% | -418.5% | +3.8% |
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