+325.3%
IR vs PFGC
+282.6%
+42.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.0% |
| 7D | +3.7% | +8.5% | -4.9% | +0.8% |
| 30D | +7.4% | +15.0% | -7.6% | +2.7% |
| 3M | -5.9% | -6.2% | +0.3% | -4.7% |
| 6M | +5.6% | +15.7% | -10.2% | +0.3% |
| YTD | +4.8% | +19.6% | -14.7% | -1.8% |
| 1Y | +6.9% | +13.2% | -6.3% | +1.8% |
| 3Y | +27.6% | +77.0% | -49.4% | +6.3% |
| 5Y | +45.8% | +121.5% | -75.7% | +12.0% |
| All | +325.3% | +282.6% | +42.7% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling