-7.4%
PEG vs PFGC
+12.5%
-19.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.5% | -13.0% | -1.3% |
| 7D | +1.0% | +13.9% | -12.8% | -0.9% |
| 30D | +6.6% | +18.4% | -11.7% | +4.0% |
| 3M | -3.1% | -2.5% | -0.6% | -3.0% |
| 6M | -7.4% | +26.0% | -33.4% | -11.1% |
| YTD | -6.4% | +21.9% | -28.3% | -10.3% |
| 1Y | -7.4% | +13.4% | -20.8% | -9.9% |
| All | -7.4% | +12.5% | -19.9% | -9.9% |
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 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