+7.1%
LOW vs PFGC
+138.1%
-131.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +1.4% | +3.4% | -2.0% | +0.2% |
| 30D | +21.7% | +16.9% | +4.8% | +14.8% |
| 3M | +5.0% | +6.4% | -1.4% | +2.4% |
| 6M | +4.6% | +16.0% | -11.4% | -1.2% |
| YTD | -3.5% | +23.6% | -27.1% | -11.4% |
| 1Y | +0.5% | +16.6% | -16.1% | -5.8% |
| 3Y | +24.8% | +82.3% | -57.5% | -1.2% |
| All | +7.1% | +138.1% | -131.0% | -23.4% |
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 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