+175.2%
INTC vs PFGC
+63.7%
+111.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.9% | +10.9% | +9.6% |
| 7D | +17.4% | -2.4% | +19.9% | +18.2% |
| 30D | +2.8% | -15.8% | +18.5% | +8.0% |
| 3M | -5.3% | -0.6% | -4.7% | -7.1% |
| 6M | +140.6% | +10.7% | +129.9% | +124.6% |
| YTD | +183.1% | +7.6% | +175.5% | +165.7% |
| 1Y | +326.8% | -7.8% | +334.6% | +328.1% |
| All | +175.2% | +63.7% | +111.6% | +115.5% |
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