+74.7%
PBR vs PFGC
-10.1%
+84.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.9% |
| 7D | +5.4% | -4.8% | +10.1% | +4.9% |
| 30D | +22.9% | -12.5% | +35.4% | +21.5% |
| 3M | +19.6% | -9.7% | +29.4% | +18.5% |
| 6M | +16.5% | +7.0% | +9.5% | +15.9% |
| YTD | +86.7% | +4.5% | +82.2% | +84.3% |
| 1Y | +74.7% | -11.6% | +86.3% | +78.7% |
| All | +74.7% | -10.1% | +84.8% | +78.7% |
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