+82.3%
PFGC vs PENG
+209.7%
-127.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.3% |
| 7D | +3.4% | +13.2% | -9.8% | +2.9% |
| 30D | +16.9% | -29.9% | +46.9% | +18.4% |
| 3M | +6.4% | -22.2% | +28.6% | +6.7% |
| 6M | +16.0% | -1.9% | +17.9% | +11.5% |
| YTD | +23.6% | +142.1% | -118.5% | +6.6% |
| 1Y | +16.6% | +151.5% | -134.9% | 0.0% |
| 3Y | +82.3% | +206.9% | -124.7% | +41.5% |
| All | +82.3% | +209.7% | -127.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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