+29.6%
KEY vs PFGC
+12.5%
+17.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.5% | -12.0% | 0.0% |
| 7D | +1.7% | +13.9% | -12.2% | +0.1% |
| 30D | +6.8% | +18.4% | -11.6% | +4.8% |
| 3M | -5.8% | -2.5% | -3.3% | -5.8% |
| 6M | +1.4% | +26.0% | -24.6% | -1.5% |
| YTD | +7.5% | +21.9% | -14.3% | +3.9% |
| 1Y | +29.6% | +13.4% | +16.2% | +28.8% |
| All | +29.6% | +12.5% | +17.1% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling