-3.4%
PEP vs PFGC
+82.6%
-86.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.1% |
| 7D | +2.9% | +3.4% | -0.5% | +2.3% |
| 30D | +12.5% | +16.9% | -4.4% | +9.7% |
| 3M | +4.5% | +6.4% | -1.9% | +3.3% |
| 6M | -0.5% | +16.0% | -16.5% | -2.8% |
| YTD | +4.4% | +23.6% | -19.2% | +0.7% |
| 1Y | +4.4% | +16.6% | -12.3% | +1.4% |
| 3Y | -3.4% | +82.3% | -85.7% | -11.9% |
| All | -3.4% | +82.6% | -86.0% | -11.9% |
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 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