-14.3%
GME vs PFGC
-5.1%
-9.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +7.2% | -2.2% | +9.4% | +7.3% |
| 30D | +0.8% | -11.9% | +12.7% | +1.2% |
| 3M | -14.0% | +5.0% | -19.0% | -13.4% |
| 6M | -19.7% | +8.6% | -28.3% | -19.7% |
| YTD | -4.6% | +9.7% | -14.3% | -5.9% |
| 1Y | -14.3% | -6.3% | -8.1% | -13.2% |
| All | -14.3% | -5.1% | -9.2% | -13.2% |
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 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