+30.3%
O vs PFGC
+63.1%
-32.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -0.6% | -2.4% | +1.9% | -0.2% |
| 30D | -2.0% | -15.8% | +13.8% | +0.5% |
| 3M | +3.0% | -0.6% | +3.6% | +3.1% |
| 6M | -3.6% | +10.7% | -14.3% | -5.1% |
| YTD | +12.1% | +7.6% | +4.4% | +10.4% |
| 1Y | +8.9% | -7.8% | +16.7% | +9.7% |
| 3Y | +30.3% | +63.7% | -33.4% | +13.6% |
| All | +30.3% | +63.1% | -32.7% | +13.6% |
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