+448.7%
FIX vs PFGC
+77.4%
+371.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +6.0% |
| 7D | -17.5% | +8.5% | -26.0% | -20.1% |
| 30D | -41.6% | +15.0% | -56.6% | -44.9% |
| 3M | -40.6% | -6.2% | -34.4% | -39.0% |
| 6M | -49.4% | +15.7% | -65.1% | -53.8% |
| YTD | +9.2% | +19.6% | -10.4% | -3.0% |
| 1Y | +6.5% | +13.2% | -6.7% | -2.7% |
| 3Y | +448.7% | +77.0% | +371.8% | +228.3% |
| All | +448.7% | +77.4% | +371.3% | +228.3% |
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