-2.7%
MSCI vs PFGC
-8.4%
+5.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.5% |
| 7D | -2.1% | -2.4% | +0.4% | -1.7% |
| 30D | -1.7% | -15.8% | +14.0% | +0.9% |
| 3M | -8.2% | -0.6% | -7.6% | -8.3% |
| 6M | -2.4% | +10.7% | -13.1% | -4.5% |
| YTD | -2.8% | +7.6% | -10.5% | -5.1% |
| 1Y | -2.7% | -7.8% | +5.2% | +2.3% |
| All | -2.7% | -8.4% | +5.7% | +2.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling