+495.0%
FIX vs PFGC
+84.6%
+410.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -13.9% | +15.0% | -29.0% | -18.1% |
| 30D | -35.5% | +17.0% | -52.5% | -39.3% |
| 3M | -33.9% | -2.5% | -31.5% | -33.0% |
| 6M | -43.3% | +19.2% | -62.5% | -48.7% |
| YTD | +18.7% | +23.4% | -4.8% | +4.5% |
| 1Y | +13.8% | +13.9% | -0.1% | +4.9% |
| 3Y | +495.0% | +82.0% | +413.0% | +268.6% |
| All | +495.0% | +84.6% | +410.3% | +268.6% |
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