+46.1%
GOOGL vs PFGC
-5.1%
+51.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -2.3% | -2.2% | -0.1% | -2.2% |
| 30D | -6.6% | -11.9% | +5.3% | -5.8% |
| 3M | -9.0% | +5.0% | -14.0% | -9.5% |
| 6M | +11.8% | +8.6% | +3.2% | +9.9% |
| YTD | +8.3% | +9.7% | -1.4% | +8.1% |
| 1Y | +46.1% | -6.3% | +52.4% | +40.0% |
| All | +46.1% | -5.1% | +51.2% | +40.0% |
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