+77.0%
PFGC vs SM
-20.0%
+97.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.0% |
| 7D | +8.5% | -25.9% | +34.4% | +10.1% |
| 30D | +15.0% | -15.1% | +30.1% | +15.4% |
| 3M | -6.2% | +4.9% | -11.0% | -7.9% |
| 6M | +15.7% | +6.1% | +9.6% | +12.5% |
| YTD | +19.6% | +63.4% | -43.9% | +6.3% |
| 1Y | +13.2% | +72.5% | -59.3% | -0.7% |
| 3Y | +77.0% | -16.9% | +93.9% | +70.3% |
| All | +77.0% | -20.0% | +97.0% | +70.3% |
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