+63.7%
PFGC vs SM
-2.8%
+66.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.2% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | -15.8% | +31.5% | -47.3% | -17.8% |
| 3M | -0.6% | +17.3% | -17.9% | -2.2% |
| 6M | +10.7% | +48.5% | -37.9% | +4.4% |
| YTD | +7.6% | +106.3% | -98.6% | -4.3% |
| 1Y | -7.8% | +47.3% | -55.1% | -13.2% |
| 3Y | +63.7% | -1.4% | +65.1% | +57.0% |
| All | +63.7% | -2.8% | +66.5% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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