-6.3%
PFGC vs PSLV
+57.1%
-63.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -2.2% | -0.6% | -1.6% | -2.2% |
| 30D | -11.9% | +7.3% | -19.2% | -12.0% |
| 3M | +5.0% | -7.4% | +12.4% | +5.2% |
| 6M | +8.6% | -20.3% | +28.9% | +8.6% |
| YTD | +9.7% | -8.2% | +17.9% | +11.4% |
| 1Y | -6.3% | +57.9% | -64.2% | +11.6% |
| All | -6.3% | +57.1% | -63.4% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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