-11.6%
PFGC vs ITOT
+17.8%
-29.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | -4.8% | -0.9% | -3.8% | -4.4% |
| 30D | -12.5% | -1.5% | -11.1% | -12.1% |
| 3M | -9.7% | +3.6% | -13.3% | -11.3% |
| 6M | +7.0% | +13.7% | -6.7% | -0.9% |
| YTD | +4.5% | +12.9% | -8.5% | -3.4% |
| 1Y | -11.6% | +17.2% | -28.8% | -17.1% |
| All | -11.6% | +17.8% | -29.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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