-49.4%
FIX vs PFGC
+13.1%
-62.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +4.1% |
| 7D | -17.5% | +8.5% | -26.0% | -10.8% |
| 30D | -41.6% | +15.0% | -56.6% | -35.5% |
| 3M | -40.6% | -6.2% | -34.4% | -42.0% |
| 6M | -49.4% | +15.7% | -65.1% | -46.1% |
| All | -49.4% | +13.1% | -62.5% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling