+97.2%
NI vs PFGC
+110.3%
-13.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | -4.8% | +4.8% | +0.9% |
| 30D | -1.4% | -12.5% | +11.2% | +0.8% |
| 3M | -10.6% | -9.7% | -0.9% | -9.1% |
| 6M | -9.3% | +7.0% | -16.3% | -10.7% |
| YTD | +1.1% | +4.5% | -3.3% | -0.2% |
| 1Y | +3.4% | -11.6% | +15.0% | +5.0% |
| 3Y | +67.9% | +58.5% | +9.4% | +52.7% |
| All | +97.2% | +110.3% | -13.1% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling