+65.8%
F vs PFGC
+465.8%
-400.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +1.6% | +8.5% | -7.0% | -1.1% |
| 30D | +2.6% | +15.0% | -12.4% | -1.7% |
| 3M | -8.8% | -6.2% | -2.6% | -7.4% |
| 6M | +4.6% | +15.7% | -11.1% | -0.3% |
| YTD | -1.9% | +19.6% | -21.4% | -7.7% |
| 1Y | -0.8% | +13.2% | -14.0% | -5.2% |
| 3Y | +43.5% | +77.0% | -33.5% | +19.3% |
| 5Y | -12.1% | +121.5% | -133.5% | -32.0% |
| 10Y | +83.6% | +354.5% | -270.9% | +19.0% |
| All | +65.8% | +465.8% | -400.0% | +4.9% |
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 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