-27.2%
NOW vs PFGC
+129.0%
-156.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -1.7% | +0.3% | -1.9% | -1.8% |
| 30D | -27.4% | +16.1% | -43.5% | -32.1% |
| 3M | -19.4% | +2.4% | -21.8% | -20.8% |
| 6M | +13.1% | +15.7% | -2.6% | +5.4% |
| YTD | -34.3% | +22.3% | -56.6% | -41.5% |
| 1Y | -41.8% | +13.9% | -55.6% | -46.4% |
| 3Y | -20.7% | +80.3% | -101.0% | -43.4% |
| 5Y | -27.2% | +136.1% | -163.3% | -56.0% |
| All | -27.2% | +129.0% | -156.2% | -56.0% |
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