+40.1%
GILD vs PFGC
+17.6%
+22.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | +1.2% | +12.5% | -11.3% | -0.6% |
| 30D | +16.2% | +17.0% | -0.8% | +13.8% |
| 3M | +27.9% | -2.1% | +30.0% | +26.9% |
| 6M | +27.1% | +25.9% | +1.2% | +24.1% |
| YTD | +39.0% | +22.0% | +17.0% | +36.6% |
| 1Y | +40.1% | +14.8% | +25.2% | +36.9% |
| All | +40.1% | +17.6% | +22.4% | +36.9% |
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