+26.3%
M vs PFGC
+11.2%
+15.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +5.0% | +15.0% | -10.0% | 0.0% |
| 30D | +10.6% | +17.0% | -6.4% | +4.8% |
| 3M | +1.6% | -2.5% | +4.0% | +1.2% |
| 6M | +30.8% | +19.2% | +11.6% | +23.5% |
| YTD | +16.9% | +23.4% | -6.5% | +7.0% |
| 1Y | +26.3% | +13.9% | +12.4% | +24.2% |
| All | +26.3% | +11.2% | +15.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling