+105.9%
GILD vs PFGC
+58.8%
+47.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -4.8% | -4.8% | -0.1% | -4.1% |
| 30D | +5.8% | -12.5% | +18.3% | +8.0% |
| 3M | +14.9% | -9.7% | +24.7% | +16.6% |
| 6M | -0.4% | +7.0% | -7.4% | -1.8% |
| YTD | +18.5% | +4.5% | +14.1% | +16.8% |
| 1Y | +25.1% | -11.6% | +36.7% | +27.3% |
| 3Y | +105.9% | +58.5% | +47.4% | +80.2% |
| All | +105.9% | +58.8% | +47.1% | +80.2% |
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