-23.3%
INFY vs PFGC
+12.5%
-35.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +13.5% | -10.9% | +0.4% |
| 7D | +1.2% | +13.9% | -12.6% | -0.8% |
| 30D | +13.8% | +18.4% | -4.6% | +11.2% |
| 3M | -2.9% | -2.5% | -0.3% | -3.7% |
| 6M | +2.2% | +26.0% | -23.9% | +2.2% |
| YTD | -29.8% | +21.9% | -51.7% | -29.1% |
| 1Y | -23.3% | +13.4% | -36.7% | -21.4% |
| All | -23.3% | +12.5% | -35.8% | -21.4% |
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