+116.9%
NDAQ vs PFGC
+77.2%
+39.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +0.8% | +8.5% | -7.7% | -1.3% |
| 30D | +16.5% | +15.0% | +1.5% | +12.5% |
| 3M | +13.5% | -6.2% | +19.7% | +14.8% |
| 6M | +20.9% | +15.7% | +5.2% | +16.0% |
| YTD | +11.4% | +19.6% | -8.1% | +4.8% |
| 1Y | +25.9% | +13.2% | +12.7% | +20.6% |
| All | +116.9% | +77.2% | +39.7% | +84.1% |
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