-27.7%
M vs PFGC
+465.8%
-493.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.7% |
| 7D | -4.3% | +8.5% | -12.8% | -7.9% |
| 30D | +1.3% | +15.0% | -13.7% | -5.2% |
| 3M | -7.4% | -6.2% | -1.2% | -5.0% |
| 6M | +18.3% | +15.7% | +2.6% | +9.8% |
| YTD | +7.6% | +19.6% | -12.0% | -2.7% |
| 1Y | +17.4% | +13.2% | +4.2% | +8.8% |
| 3Y | +108.4% | +77.0% | +31.4% | +56.5% |
| 5Y | -10.6% | +121.5% | -132.1% | -38.8% |
| 10Y | -3.2% | +354.5% | -357.7% | -47.6% |
| All | -27.7% | +465.8% | -493.4% | -62.0% |
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 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