+82.0%
PFGC vs FGI
-3.4%
+85.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +15.0% | -4.1% | +19.1% | +15.0% |
| 30D | +17.0% | -3.4% | +20.3% | +17.0% |
| 3M | -2.5% | +61.8% | -64.2% | -1.9% |
| 6M | +19.2% | +17.0% | +2.2% | +19.9% |
| YTD | +23.4% | +31.4% | -8.0% | +24.1% |
| 1Y | +13.9% | +42.7% | -28.8% | +14.3% |
| 3Y | +82.0% | -0.1% | +82.1% | +85.6% |
| All | +82.0% | -3.4% | +85.4% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling