-26.9%
INFY vs PFGC
-5.1%
-21.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | -2.9% | -2.2% | -0.7% | -2.7% |
| 30D | -6.2% | -11.9% | +5.7% | -5.1% |
| 3M | -4.9% | +5.0% | -9.9% | -3.7% |
| 6M | -16.6% | +8.6% | -25.2% | -16.0% |
| YTD | -32.9% | +9.7% | -42.6% | -32.0% |
| 1Y | -26.9% | -6.3% | -20.6% | -21.4% |
| All | -26.9% | -5.1% | -21.8% | -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