+117.5%
O vs PFGC
+478.7%
-361.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +8.3% | +16.1% | -7.9% | +4.0% |
| 3M | -4.0% | +2.4% | -6.4% | -4.9% |
| 6M | -2.6% | +15.7% | -18.3% | -6.6% |
| YTD | +9.9% | +22.3% | -12.4% | +3.2% |
| 1Y | +9.8% | +13.9% | -4.0% | +5.0% |
| 3Y | +39.7% | +80.3% | -40.6% | +16.7% |
| 5Y | +9.2% | +136.1% | -127.0% | -17.7% |
| 10Y | +81.5% | +347.9% | -266.4% | +5.6% |
| All | +117.5% | +478.7% | -361.2% | +30.2% |
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