+76.1%
GAP vs PFGC
+80.6%
-4.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.7% |
| 7D | -5.2% | +0.3% | -5.4% | -5.3% |
| 30D | -6.9% | +16.1% | -23.1% | -14.7% |
| 3M | +5.7% | +2.4% | +3.3% | +3.9% |
| 6M | +0.9% | +15.7% | -14.8% | -8.5% |
| YTD | -14.5% | +22.3% | -36.8% | -26.4% |
| 1Y | -12.1% | +13.9% | -26.0% | -20.4% |
| All | +76.1% | +80.6% | -4.5% | +11.0% |
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