+80.3%
PFGC vs GGLL
+172.3%
-92.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.4% |
| 7D | +0.3% | +11.5% | -11.3% | -0.6% |
| 30D | +16.1% | -31.2% | +47.4% | +19.0% |
| 3M | +2.4% | -28.7% | +31.0% | +4.5% |
| 6M | +15.7% | -47.2% | +62.9% | +20.5% |
| YTD | +22.3% | -24.3% | +46.5% | +22.6% |
| 1Y | +13.9% | -12.0% | +25.9% | +12.3% |
| All | +80.3% | +172.3% | -92.0% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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