+26.0%
PFE vs PFGC
+12.0%
+14.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.0% |
| 7D | -4.7% | +10.8% | -15.5% | -5.9% |
| 30D | +3.4% | +17.8% | -14.4% | +1.6% |
| 3M | +9.2% | -2.7% | +12.0% | +8.7% |
| 6M | +15.8% | +20.0% | -4.2% | +13.7% |
| YTD | +23.4% | +24.3% | -0.9% | +19.0% |
| All | +26.0% | +12.0% | +14.0% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling