+42.3%
PEG vs PFGC
+129.0%
-86.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +2.3% | +0.3% | +2.1% | +2.3% |
| 30D | +6.1% | +16.1% | -10.0% | +3.3% |
| 3M | -0.5% | +2.4% | -2.9% | -1.1% |
| 6M | -3.2% | +15.7% | -18.9% | -5.9% |
| YTD | -4.4% | +22.3% | -26.7% | -8.4% |
| 1Y | -7.4% | +13.9% | -21.2% | -10.1% |
| 3Y | +33.9% | +80.3% | -46.3% | +19.2% |
| 5Y | +42.3% | +136.1% | -93.8% | +21.4% |
| All | +42.3% | +129.0% | -86.7% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling