+382.4%
GH vs PFGC
+63.7%
+318.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.6% |
| 7D | -2.1% | -2.4% | +0.3% | -1.0% |
| 30D | -4.5% | -15.8% | +11.3% | +2.9% |
| 3M | +28.9% | -0.6% | +29.5% | +28.2% |
| 6M | +76.5% | +10.7% | +65.8% | +66.0% |
| YTD | +57.6% | +7.6% | +50.0% | +48.7% |
| 1Y | +167.5% | -7.8% | +175.4% | +174.3% |
| All | +382.4% | +63.7% | +318.7% | +211.7% |
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 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