+307.5%
LOW vs PFGC
+485.1%
-177.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +1.4% | +3.4% | -2.0% | +0.5% |
| 30D | +21.7% | +16.9% | +4.8% | +16.8% |
| 3M | +5.0% | +6.4% | -1.4% | +3.2% |
| 6M | +4.6% | +16.0% | -11.4% | +0.5% |
| YTD | -3.5% | +23.6% | -27.1% | -9.1% |
| 1Y | +0.5% | +16.6% | -16.1% | -3.9% |
| 3Y | +24.8% | +82.3% | -57.5% | +5.6% |
| 5Y | +6.5% | +138.7% | -132.3% | -17.2% |
| 10Y | +294.6% | +352.8% | -58.3% | +145.1% |
| All | +307.5% | +485.1% | -177.6% | +144.3% |
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