+6.5%
GOOGL vs PFGC
+15.6%
-9.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +3.9% | +3.4% | +0.4% | +3.5% |
| 30D | -14.9% | +16.9% | -31.8% | -16.6% |
| 3M | -14.6% | +6.4% | -21.0% | -15.3% |
| 6M | -26.4% | +16.0% | -42.5% | -28.1% |
| YTD | -5.3% | +23.6% | -29.0% | -7.5% |
| 1Y | +6.5% | +16.6% | -10.2% | +2.2% |
| All | +6.5% | +15.6% | -9.1% | +2.2% |
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