-53.6%
IT vs PFGC
+82.6%
-136.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +1.1% | +3.4% | -2.3% | -0.1% |
| 30D | -1.8% | +16.9% | -18.8% | -6.7% |
| 3M | +4.8% | +6.4% | -1.6% | +2.5% |
| 6M | +33.0% | +16.0% | +17.0% | +26.6% |
| YTD | -23.8% | +23.6% | -47.5% | -30.3% |
| 1Y | -16.5% | +16.6% | -33.1% | -21.4% |
| 3Y | -53.6% | +82.3% | -135.9% | -61.7% |
| All | -53.6% | +82.6% | -136.2% | -61.7% |
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 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