-6.3%
PFGC vs MKTX
-8.5%
+2.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | -11.9% | +1.1% | -13.0% | -11.9% |
| 3M | +5.0% | +36.1% | -31.1% | +6.4% |
| 6M | +8.6% | -12.9% | +21.5% | +8.1% |
| YTD | +9.7% | -8.5% | +18.2% | +11.3% |
| 1Y | -6.3% | -7.5% | +1.3% | -4.2% |
| All | -6.3% | -8.5% | +2.2% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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