+104.7%
PEP vs PFGC
+419.1%
-314.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -1.4% | -2.2% | +0.8% | -1.2% |
| 30D | +0.2% | -11.9% | +12.2% | +1.6% |
| 3M | -1.1% | +5.0% | -6.1% | -1.7% |
| 6M | -13.5% | +8.6% | -22.1% | -14.4% |
| YTD | -1.2% | +9.7% | -10.9% | -2.5% |
| 1Y | -1.6% | -6.3% | +4.7% | -1.2% |
| 3Y | -12.5% | +58.2% | -70.7% | -17.5% |
| 5Y | +3.0% | +110.4% | -107.4% | -6.8% |
| 10Y | +73.9% | +272.8% | -198.8% | +49.8% |
| All | +104.7% | +419.1% | -314.4% | +75.7% |
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