+44.6%
GOOG vs PFGC
-5.1%
+49.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -2.1% | -2.2% | +0.1% | -2.0% |
| 30D | -6.8% | -11.9% | +5.1% | -5.9% |
| 3M | -9.1% | +5.0% | -14.1% | -9.6% |
| 6M | +10.7% | +8.6% | +2.1% | +8.8% |
| YTD | +7.1% | +9.7% | -2.6% | +6.8% |
| 1Y | +44.6% | -6.3% | +50.9% | +38.7% |
| All | +44.6% | -5.1% | +49.7% | +38.7% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling