+126.0%
GOOGL vs PFGC
+82.6%
+43.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +3.9% | +3.4% | +0.4% | +3.2% |
| 30D | -14.9% | +16.9% | -31.8% | -17.7% |
| 3M | -14.6% | +6.4% | -21.0% | -15.8% |
| 6M | -26.4% | +16.0% | -42.5% | -29.1% |
| YTD | -5.3% | +23.6% | -29.0% | -10.5% |
| 1Y | +6.5% | +16.6% | -10.2% | +1.9% |
| 3Y | +126.0% | +82.3% | +43.8% | +87.2% |
| All | +126.0% | +82.6% | +43.4% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling