+122.1%
IT vs PFGC
+419.1%
-297.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | -6.0% | -2.2% | -3.8% | -5.4% |
| 30D | 0.0% | -11.9% | +11.9% | +3.6% |
| 3M | +13.1% | +5.0% | +8.1% | +11.4% |
| 6M | +11.7% | +8.6% | +3.1% | +8.6% |
| YTD | -26.1% | +9.7% | -35.8% | -28.9% |
| 1Y | -21.3% | -6.3% | -15.0% | -20.7% |
| 3Y | -46.7% | +58.2% | -105.0% | -54.1% |
| 5Y | -40.5% | +110.4% | -150.9% | -53.6% |
| 10Y | +103.9% | +272.8% | -168.9% | +23.6% |
| All | +122.1% | +419.1% | -297.0% | +29.4% |
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