-6.3%
PFGC vs FGI
+81.8%
-88.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.1% | -0.5% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | -11.9% | +65.4% | -77.3% | -11.4% |
| 3M | +5.0% | +23.5% | -18.5% | +5.7% |
| 6M | +8.6% | +60.5% | -51.9% | +9.1% |
| YTD | +9.7% | +30.0% | -20.3% | +10.3% |
| 1Y | -6.3% | +82.1% | -88.4% | -6.4% |
| All | -6.3% | +81.8% | -88.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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