-9.1%
LOW vs PFGC
+61.7%
-70.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -0.6% | -3.7% | +3.1% | +0.9% |
| 30D | -9.3% | -16.0% | +6.7% | -3.0% |
| 3M | -8.1% | -4.1% | -3.9% | -6.6% |
| 6M | -19.8% | +8.7% | -28.5% | -22.4% |
| YTD | -16.4% | +6.4% | -22.7% | -19.0% |
| 1Y | -24.7% | -8.4% | -16.3% | -22.9% |
| All | -9.1% | +61.7% | -70.8% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling