+4.0%
GPC vs PFG
+43.7%
-39.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +1.0% |
| 7D | +0.8% | +2.3% | -1.5% | 0.0% |
| 30D | -1.1% | +7.6% | -8.7% | -3.3% |
| 3M | -6.6% | +2.5% | -9.2% | -7.7% |
| 6M | +22.2% | +16.6% | +5.6% | +14.7% |
| YTD | +5.1% | +34.1% | -29.0% | -7.3% |
| All | +4.0% | +43.7% | -39.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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