+3.6%
GOOG vs PFGC
+12.5%
-8.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +13.5% | -10.3% | +1.8% |
| 7D | -10.7% | +13.9% | -24.6% | -12.0% |
| 30D | -16.4% | +18.4% | -34.8% | -18.0% |
| 3M | -23.4% | -2.5% | -20.9% | -23.4% |
| 6M | -24.2% | +26.0% | -50.3% | -26.6% |
| YTD | -8.3% | +21.9% | -30.1% | -9.8% |
| 1Y | +3.6% | +13.4% | -9.8% | -0.6% |
| All | +3.6% | +12.5% | -8.9% | -0.6% |
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