+318.3%
INTC vs PFGC
-10.1%
+328.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +7.5% | -4.8% | +12.2% | +7.3% |
| 30D | +2.0% | -12.5% | +14.5% | +1.7% |
| 3M | -12.0% | -9.7% | -2.3% | -13.4% |
| 6M | +114.5% | +7.0% | +107.5% | +102.5% |
| YTD | +179.0% | +4.5% | +174.5% | +168.9% |
| 1Y | +318.3% | -11.6% | +329.9% | +294.7% |
| All | +318.3% | -10.1% | +328.3% | +294.7% |
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