+263.6%
LOW vs PFGC
+419.1%
-155.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -1.7% | -2.2% | +0.5% | -1.2% |
| 30D | -7.0% | -11.9% | +4.9% | -4.0% |
| 3M | -0.9% | +5.0% | -5.9% | -2.2% |
| 6M | -20.1% | +8.6% | -28.7% | -21.8% |
| YTD | -13.9% | +9.7% | -23.6% | -16.3% |
| 1Y | -21.1% | -6.3% | -14.8% | -20.2% |
| 3Y | -6.6% | +58.2% | -64.8% | -18.0% |
| 5Y | +9.4% | +110.4% | -101.1% | -12.4% |
| 10Y | +220.5% | +272.8% | -52.3% | +107.8% |
| All | +263.6% | +419.1% | -155.5% | +125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling