+123.8%
PFGC vs FGI
-70.4%
+194.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.1% | -0.6% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | -11.9% | +65.4% | -77.3% | -12.6% |
| 3M | +5.0% | +23.5% | -18.5% | +4.5% |
| 6M | +8.6% | +60.5% | -51.9% | +6.6% |
| YTD | +9.7% | +30.0% | -20.3% | +8.1% |
| 1Y | -6.3% | +82.1% | -88.4% | -10.1% |
| 3Y | +58.2% | -4.4% | +62.6% | +52.9% |
| All | +123.8% | -70.4% | +194.2% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling