+122.7%
O vs PFGC
+419.1%
-296.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.7% | -2.2% | +1.5% | -0.2% |
| 30D | -1.9% | -11.9% | +10.1% | +1.2% |
| 3M | +3.8% | +5.0% | -1.2% | +2.4% |
| 6M | -4.7% | +8.6% | -13.3% | -7.1% |
| YTD | +12.5% | +9.7% | +2.8% | +8.9% |
| 1Y | +10.8% | -6.3% | +17.1% | +11.6% |
| 3Y | +28.8% | +58.2% | -29.4% | +11.4% |
| 5Y | +13.2% | +110.4% | -97.2% | -12.2% |
| 10Y | +53.5% | +272.8% | -219.3% | -7.7% |
| All | +122.7% | +419.1% | -296.4% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling