-10.5%
GAP vs PFGC
-9.2%
-1.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -6.3% | -4.8% | -1.5% | -4.6% |
| 30D | -0.2% | -17.2% | +17.0% | +6.8% |
| 3M | 0.0% | -6.3% | +6.4% | +2.0% |
| 6M | -8.1% | +8.8% | -16.9% | -12.3% |
| YTD | -16.5% | +4.9% | -21.4% | -20.7% |
| 1Y | -10.5% | -9.5% | -1.0% | -10.5% |
| All | -10.5% | -9.2% | -1.2% | -10.5% |
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