-4.8%
GFS vs PFGC
+6.6%
-11.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.5% |
| 7D | +1.0% | -2.2% | +3.2% | +0.8% |
| 30D | -8.6% | -11.9% | +3.3% | -9.9% |
| 3M | -46.5% | +5.0% | -51.6% | -48.3% |
| 6M | -4.8% | +8.6% | -13.4% | -11.0% |
| All | -4.8% | +6.6% | -11.5% | -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 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