+112.7%
PFGC vs SM
+107.8%
+4.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -11.9% | +26.3% | -38.2% | -14.8% |
| 3M | +5.0% | +8.7% | -3.7% | +3.2% |
| 6M | +8.6% | +51.7% | -43.1% | +0.2% |
| YTD | +9.7% | +99.0% | -89.4% | -4.0% |
| 1Y | -6.3% | +34.6% | -40.9% | -12.4% |
| 3Y | +58.2% | -7.8% | +66.0% | +52.6% |
| All | +112.7% | +107.8% | +4.9% | +53.9% |
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