-14.9%
GME vs PFGC
-10.1%
-4.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.7% |
| 7D | +10.4% | -4.8% | +15.1% | +10.5% |
| 30D | +14.1% | -12.5% | +26.6% | +14.5% |
| 3M | -4.6% | -9.7% | +5.1% | -4.1% |
| 6M | -13.5% | +7.0% | -20.5% | -13.1% |
| YTD | +5.3% | +4.5% | +0.9% | +4.0% |
| 1Y | -14.9% | -11.6% | -3.3% | -14.5% |
| All | -14.9% | -10.1% | -4.8% | -14.5% |
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