-1.4%
LOW vs PFGC
+12.5%
-13.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +13.5% | -6.0% | +1.3% |
| 7D | +15.6% | +13.9% | +1.8% | +8.9% |
| 30D | +28.6% | +18.4% | +10.2% | +19.3% |
| 3M | +5.8% | -2.5% | +8.4% | +6.0% |
| 6M | +3.8% | +26.0% | -22.2% | -5.8% |
| YTD | -2.8% | +21.9% | -24.6% | -12.5% |
| 1Y | -1.4% | +13.4% | -14.8% | -8.8% |
| All | -1.4% | +12.5% | -13.9% | -8.8% |
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