+6.0%
LOW vs PFGC
+105.5%
-99.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -2.6% | -4.8% | +2.2% | -1.0% |
| 30D | -11.1% | -17.2% | +6.1% | -5.3% |
| 3M | -8.5% | -6.3% | -2.2% | -6.5% |
| 6M | -20.8% | +8.8% | -29.7% | -23.1% |
| YTD | -17.2% | +4.9% | -22.1% | -19.0% |
| 1Y | -24.7% | -9.5% | -15.2% | -22.8% |
| 3Y | -9.7% | +59.6% | -69.3% | -24.0% |
| 5Y | +6.0% | +113.5% | -107.5% | -19.6% |
| All | +6.0% | +105.5% | -99.5% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling