-21.0%
PCG vs PFGC
+77.4%
-98.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.6% |
| 7D | -1.6% | +8.5% | -10.1% | -3.4% |
| 30D | +1.4% | +15.0% | -13.6% | -1.7% |
| 3M | -23.4% | -6.2% | -17.2% | -22.7% |
| 6M | -19.4% | +15.7% | -35.1% | -21.9% |
| YTD | -18.5% | +19.6% | -38.0% | -22.3% |
| 1Y | -19.5% | +13.2% | -32.7% | -22.4% |
| 3Y | -21.0% | +77.0% | -97.9% | -33.8% |
| All | -21.0% | +77.4% | -98.4% | -33.8% |
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