+125.8%
M vs PFGC
+65.1%
+60.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.9% |
| 7D | +4.7% | -2.2% | +6.9% | +5.9% |
| 30D | -9.6% | -11.9% | +2.3% | -3.7% |
| 3M | +0.9% | +5.0% | -4.2% | -2.2% |
| 6M | +22.3% | +8.6% | +13.7% | +15.6% |
| YTD | +6.5% | +9.7% | -3.2% | -1.1% |
| 1Y | +38.8% | -6.3% | +45.1% | +42.3% |
| All | +125.8% | +65.1% | +60.6% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling