+63.7%
PFGC vs FLR
+60.4%
+3.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -15.8% | -0.7% | -15.1% | -15.8% |
| 3M | -0.6% | +14.3% | -14.9% | -2.8% |
| 6M | +10.7% | +25.6% | -14.9% | +6.0% |
| YTD | +7.6% | +42.9% | -35.2% | +0.8% |
| 1Y | -7.8% | +38.7% | -46.6% | -13.7% |
| 3Y | +63.7% | +61.8% | +1.9% | +36.2% |
| All | +63.7% | +60.4% | +3.3% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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