+28.9%
FITB vs PFGC
+13.9%
+15.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +0.8% | +0.3% | +0.6% | +0.8% |
| 30D | +7.3% | +16.1% | -8.8% | +5.3% |
| 3M | -6.3% | +2.4% | -8.7% | -6.7% |
| 6M | +12.6% | +15.7% | -3.2% | +10.8% |
| YTD | +18.0% | +22.3% | -4.3% | +13.5% |
| 1Y | +28.9% | +13.9% | +15.0% | +27.5% |
| All | +28.9% | +13.9% | +15.0% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling