-45.4%
IT vs PFGC
+114.2%
-159.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.9% | -5.6% | -6.8% |
| 7D | -9.1% | -2.4% | -6.7% | -8.3% |
| 30D | -7.0% | -15.8% | +8.8% | -1.6% |
| 3M | +7.6% | -0.6% | +8.2% | +7.8% |
| 6M | +2.1% | +10.7% | -8.5% | -1.8% |
| YTD | -31.6% | +7.6% | -39.2% | -34.3% |
| 1Y | -29.9% | -7.8% | -22.1% | -28.7% |
| 3Y | -51.3% | +63.7% | -115.0% | -60.0% |
| All | -45.4% | +114.2% | -159.6% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling