+68.9%
NI vs PFGC
+61.7%
+7.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | +1.3% | -3.7% | +5.0% | +1.9% |
| 30D | -0.3% | -16.0% | +15.7% | +2.8% |
| 3M | -9.5% | -4.1% | -5.3% | -8.9% |
| 6M | -10.2% | +8.7% | -19.0% | -11.9% |
| YTD | +1.8% | +6.4% | -4.6% | -0.1% |
| 1Y | +5.7% | -8.4% | +14.0% | +6.9% |
| All | +68.9% | +61.7% | +7.2% | +44.7% |
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