-44.6%
INFY vs PFGC
+110.3%
-154.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -5.4% | -4.8% | -0.6% | -4.4% |
| 30D | -9.9% | -12.5% | +2.7% | -7.2% |
| 3M | -4.6% | -9.7% | +5.2% | -2.3% |
| 6M | -18.5% | +7.0% | -25.5% | -19.7% |
| YTD | -36.5% | +4.5% | -41.0% | -37.5% |
| 1Y | -32.8% | -11.6% | -21.2% | -31.2% |
| 3Y | -32.2% | +58.5% | -90.7% | -39.7% |
| All | -44.6% | +110.3% | -154.9% | -54.9% |
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