+35.6%
PEG vs PFGC
+111.7%
-76.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -0.1% | -3.7% | +3.6% | +0.6% |
| 30D | -1.7% | -16.0% | +14.2% | +1.1% |
| 3M | -6.8% | -4.1% | -2.6% | -6.3% |
| 6M | -11.4% | +8.7% | -20.1% | -13.0% |
| YTD | -7.2% | +6.4% | -13.6% | -8.8% |
| 1Y | -6.1% | -8.4% | +2.2% | -5.4% |
| 3Y | +31.8% | +61.8% | -30.0% | +19.8% |
| 5Y | +35.6% | +108.7% | -73.1% | +18.6% |
| All | +35.6% | +111.7% | -76.1% | +18.6% |
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 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