-28.4%
M vs PFGC
+419.1%
-447.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +4.7% | -2.2% | +6.9% | +5.8% |
| 30D | -9.6% | -11.9% | +2.3% | -4.4% |
| 3M | +0.9% | +5.0% | -4.2% | -1.7% |
| 6M | +22.3% | +8.6% | +13.7% | +16.6% |
| YTD | +6.5% | +9.7% | -3.2% | +0.5% |
| 1Y | +38.8% | -6.3% | +45.1% | +40.6% |
| 3Y | +115.9% | +58.2% | +57.7% | +70.9% |
| 5Y | +28.6% | +110.4% | -81.8% | -9.6% |
| 10Y | -2.5% | +272.8% | -275.3% | -44.2% |
| All | -28.4% | +419.1% | -447.5% | -60.8% |
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