+72.9%
PBR vs PFGC
+12.5%
+60.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +13.5% | -20.5% | -3.6% |
| 7D | -11.0% | +13.9% | -24.8% | -7.7% |
| 30D | -18.8% | +18.4% | -37.1% | -15.1% |
| 3M | +7.8% | -2.5% | +10.4% | +10.3% |
| 6M | -7.6% | +26.0% | -33.6% | -3.3% |
| YTD | +72.7% | +21.9% | +50.8% | +78.5% |
| 1Y | +72.9% | +13.4% | +59.6% | +81.6% |
| All | +72.9% | +12.5% | +60.5% | +81.6% |
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