+196.3%
P vs PFGC
+82.7%
+113.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | -4.7% | +1.5% | -6.2% | -5.0% |
| 30D | -31.4% | +17.4% | -48.8% | -33.9% |
| 3M | -2.6% | -2.4% | -0.2% | -1.4% |
| 6M | +21.9% | +18.2% | +3.7% | +15.1% |
| YTD | +58.9% | +23.7% | +35.3% | +45.3% |
| 1Y | +21.7% | +15.0% | +6.8% | +15.5% |
| All | +196.3% | +82.7% | +113.7% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling