+138.0%
GOOGL vs PFGC
+114.2%
+23.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.5% |
| 7D | +1.1% | -2.4% | +3.5% | +1.8% |
| 30D | -4.4% | -15.8% | +11.3% | +0.3% |
| 3M | -6.8% | -0.6% | -6.2% | -7.0% |
| 6M | +13.6% | +10.7% | +2.9% | +9.5% |
| YTD | +8.3% | +7.6% | +0.7% | +4.7% |
| 1Y | +44.9% | -7.8% | +52.8% | +46.6% |
| 3Y | +150.5% | +63.7% | +86.7% | +105.0% |
| All | +138.0% | +114.2% | +23.7% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling