+58.5%
PFGC vs PSLV
+165.9%
-107.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -4.8% | -3.5% | -1.3% | -4.6% |
| 30D | -12.5% | -2.1% | -10.4% | -12.5% |
| 3M | -9.7% | -1.6% | -8.1% | -9.7% |
| 6M | +7.0% | -25.5% | +32.5% | +8.1% |
| YTD | +4.5% | -11.4% | +15.9% | +3.7% |
| 1Y | -11.6% | +48.6% | -60.2% | -16.7% |
| 3Y | +58.5% | +166.9% | -108.4% | +33.9% |
| All | +58.5% | +165.9% | -107.4% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling