+6.8%
GDDY vs PFGC
+8.3%
-1.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.1% |
| 7D | -7.0% | -4.8% | -2.2% | -6.6% |
| 30D | +6.2% | -17.2% | +23.4% | +7.9% |
| 3M | +20.0% | -6.3% | +26.4% | +23.4% |
| 6M | +6.8% | +8.8% | -2.0% | +11.7% |
| All | +6.8% | +8.3% | -1.5% | +11.7% |
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 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