+59.2%
PFGC vs MKTX
-25.2%
+84.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.8% | -0.2% | -4.7% | -4.8% |
| 30D | -17.2% | +0.8% | -18.0% | -17.2% |
| 3M | -6.3% | +41.1% | -47.5% | -6.1% |
| 6M | +8.8% | -9.5% | +18.4% | +9.3% |
| YTD | +4.9% | -8.7% | +13.6% | +5.6% |
| 1Y | -9.5% | -10.0% | +0.5% | -8.9% |
| All | +59.2% | -25.2% | +84.4% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling