+153.6%
PEG vs PFGC
+419.1%
-265.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.7% | -2.2% | +2.9% | +1.0% |
| 30D | -2.4% | -11.9% | +9.5% | -0.6% |
| 3M | -4.8% | +5.0% | -9.8% | -5.6% |
| 6M | -10.7% | +8.6% | -19.3% | -12.1% |
| YTD | -6.7% | +9.7% | -16.4% | -8.4% |
| 1Y | -6.8% | -6.3% | -0.6% | -6.5% |
| 3Y | +34.5% | +58.2% | -23.7% | +23.9% |
| 5Y | +35.8% | +110.4% | -74.7% | +18.0% |
| 10Y | +141.7% | +272.8% | -131.0% | +89.2% |
| All | +153.6% | +419.1% | -265.5% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling