-2.5%
PFE vs PFGC
+60.5%
-63.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +1.8% | -2.2% | +4.0% | +2.1% |
| 30D | +10.2% | -11.9% | +22.2% | +12.2% |
| 3M | +12.7% | +5.0% | +7.7% | +11.7% |
| 6M | +10.5% | +8.6% | +1.9% | +8.8% |
| YTD | +20.2% | +9.7% | +10.5% | +17.6% |
| 1Y | +24.1% | -6.3% | +30.4% | +24.8% |
| All | -2.5% | +60.5% | -63.0% | -13.9% |
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