+19.4%
GLD vs PFGC
-8.4%
+27.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.5% |
| 7D | +0.7% | -2.4% | +3.2% | +1.0% |
| 30D | +0.3% | -15.8% | +16.1% | +1.9% |
| 3M | +0.6% | -0.6% | +1.2% | +0.2% |
| 6M | -15.6% | +10.7% | -26.3% | -17.2% |
| YTD | +0.9% | +7.6% | -6.8% | +0.1% |
| 1Y | +19.4% | -7.8% | +27.2% | +15.3% |
| All | +19.4% | -8.4% | +27.8% | +15.3% |
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