+777.0%
FIX vs PFGC
+60.5%
+716.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +6.0% | -2.2% | +8.2% | +7.0% |
| 30D | -7.2% | -11.9% | +4.7% | -2.4% |
| 3M | -15.9% | +5.0% | -20.9% | -19.7% |
| 6M | +12.7% | +8.6% | +4.1% | +5.2% |
| YTD | +72.8% | +9.7% | +63.1% | +59.6% |
| 1Y | +122.9% | -6.3% | +129.2% | +123.8% |
| All | +777.0% | +60.5% | +716.5% | +526.7% |
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