+27.4%
M vs PFGC
+111.4%
-84.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.9% |
| 7D | +4.7% | -2.2% | +6.9% | +6.3% |
| 30D | -9.6% | -11.9% | +2.3% | -1.9% |
| 3M | +0.9% | +5.0% | -4.2% | -3.1% |
| 6M | +22.3% | +8.6% | +13.7% | +13.6% |
| YTD | +6.5% | +9.7% | -3.2% | -3.1% |
| 1Y | +38.8% | -6.3% | +45.1% | +41.2% |
| 3Y | +115.9% | +58.2% | +57.7% | +44.2% |
| All | +27.4% | +111.4% | -84.0% | -33.0% |
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