+8.1%
FPS vs PFGC
+11.3%
-3.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.5% |
| 7D | +3.1% | -2.2% | +5.3% | +3.3% |
| 30D | -18.6% | -11.9% | -6.6% | -18.1% |
| 3M | -51.5% | +5.0% | -56.5% | -54.1% |
| 6M | -8.5% | +8.6% | -17.1% | -14.6% |
| All | +8.1% | +11.3% | -3.2% | +0.2% |
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