+77.0%
PFGC vs FDS
-23.2%
+100.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.4% |
| 7D | +8.5% | -0.5% | +9.0% | +8.7% |
| 30D | +15.0% | +20.2% | -5.2% | +12.0% |
| 3M | -6.2% | +19.9% | -26.0% | -8.8% |
| 6M | +15.7% | +56.2% | -40.4% | +7.0% |
| YTD | +19.6% | +14.6% | +5.0% | +18.8% |
| 1Y | +13.2% | +31.6% | -18.4% | +6.9% |
| 3Y | +77.0% | -23.8% | +100.8% | +104.0% |
| All | +77.0% | -23.2% | +100.1% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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