-93.3%
OPEN vs PFGC
+135.8%
-229.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -3.0% |
| 7D | -21.7% | +10.8% | -32.5% | -28.5% |
| 30D | -36.5% | +17.8% | -54.3% | -45.1% |
| 3M | -59.5% | -2.7% | -56.8% | -58.5% |
| 6M | -71.9% | +20.0% | -91.9% | -76.8% |
| YTD | -75.8% | +24.3% | -100.1% | -81.2% |
| 1Y | -78.5% | +13.2% | -91.7% | -81.7% |
| 3Y | -30.2% | +85.9% | -116.1% | -63.9% |
| 5Y | -93.3% | +141.0% | -234.3% | -97.3% |
| All | -93.3% | +135.8% | -229.0% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling