+65.7%
INTC vs PFGC
+82.7%
-17.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | +7.3% | +1.5% | +5.8% | +6.9% |
| 30D | -38.3% | +17.4% | -55.7% | -40.9% |
| 3M | -36.0% | -2.4% | -33.6% | -35.2% |
| 6M | -51.7% | +18.2% | -69.9% | -55.1% |
| YTD | +69.4% | +23.7% | +45.7% | +52.8% |
| 1Y | +65.0% | +15.0% | +50.0% | +53.9% |
| All | +65.7% | +82.7% | -17.0% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling