+128.0%
PFGC vs SM
-11.5%
+139.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | +8.5% | -25.9% | +34.4% | +11.7% |
| 30D | +15.0% | -15.1% | +30.1% | +16.3% |
| 3M | -6.2% | +4.9% | -11.0% | -8.1% |
| 6M | +15.7% | +6.1% | +9.6% | +12.2% |
| YTD | +19.6% | +63.4% | -43.9% | +6.1% |
| 1Y | +13.2% | +72.5% | -59.3% | -0.8% |
| 3Y | +77.0% | -16.9% | +93.9% | +70.5% |
| All | +128.0% | -11.5% | +139.5% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling