+127.4%
IT vs PFGC
+478.7%
-351.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -3.7% | +0.3% | -3.9% | -3.7% |
| 30D | -3.1% | +16.1% | -19.2% | -7.2% |
| 3M | +6.3% | +2.4% | +4.0% | +5.4% |
| 6M | +24.8% | +15.7% | +9.1% | +19.3% |
| YTD | -24.4% | +22.3% | -46.6% | -29.5% |
| 1Y | -17.1% | +13.9% | -30.9% | -21.1% |
| 3Y | -53.6% | +80.3% | -133.9% | -61.5% |
| 5Y | -42.5% | +136.1% | -178.6% | -56.5% |
| 10Y | +88.8% | +347.9% | -259.1% | +9.3% |
| All | +127.4% | +478.7% | -351.4% | +28.2% |
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