+66.2%
PFGC vs FDS
-27.1%
+93.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | 0.0% |
| 7D | -2.2% | -1.9% | -0.3% | -1.9% |
| 30D | -11.9% | +9.0% | -21.0% | -13.2% |
| 3M | +5.0% | +18.9% | -13.8% | +1.6% |
| 6M | +8.6% | +35.1% | -26.5% | +2.4% |
| YTD | +9.7% | +5.5% | +4.2% | +10.2% |
| 1Y | -6.3% | -16.8% | +10.5% | +2.6% |
| All | +66.2% | -27.1% | +93.3% | +90.9% |
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