+118.4%
O vs PFGC
+488.3%
-369.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.2% |
| 7D | +3.3% | +10.8% | -7.5% | +0.5% |
| 30D | +10.3% | +17.8% | -7.5% | +5.6% |
| 3M | -3.5% | -2.7% | -0.7% | -3.2% |
| 6M | -1.3% | +20.0% | -21.3% | -6.2% |
| YTD | +10.3% | +24.3% | -14.0% | +3.2% |
| 1Y | +10.4% | +13.2% | -2.8% | +5.7% |
| 3Y | +40.0% | +85.9% | -45.9% | +16.0% |
| 5Y | +12.4% | +141.0% | -128.7% | -15.8% |
| 10Y | +78.2% | +370.6% | -292.4% | +2.9% |
| All | +118.4% | +488.3% | -369.8% | +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