-7.7%
GAP vs PFGC
+14.2%
-21.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -9.3% | +1.5% | -10.8% | -9.9% |
| 30D | -5.5% | +17.4% | -22.9% | -11.2% |
| 3M | +3.5% | -2.4% | +5.9% | +3.9% |
| 6M | +0.7% | +18.2% | -17.5% | -6.6% |
| YTD | -13.4% | +23.7% | -37.0% | -24.0% |
| 1Y | -7.7% | +15.0% | -22.6% | -12.7% |
| All | -7.7% | +14.2% | -21.9% | -12.7% |
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 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