-47.1%
OPEN vs PFGC
-5.1%
-42.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.9% |
| 7D | -4.3% | -2.2% | -2.1% | -3.2% |
| 30D | -16.2% | -11.9% | -4.3% | -11.0% |
| 3M | -36.4% | +5.0% | -41.4% | -39.9% |
| 6M | -35.5% | +8.6% | -44.1% | -40.8% |
| YTD | -46.0% | +9.7% | -55.7% | -52.9% |
| 1Y | -47.1% | -6.3% | -40.9% | -26.6% |
| All | -47.1% | -5.1% | -42.0% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling