+419.1%
PFGC vs SM
+36.7%
+382.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -11.9% | +26.3% | -38.2% | -15.7% |
| 3M | +5.0% | +8.7% | -3.7% | +2.5% |
| 6M | +8.6% | +51.7% | -43.1% | -1.5% |
| YTD | +9.7% | +99.0% | -89.4% | -5.9% |
| 1Y | -6.3% | +34.6% | -40.9% | -14.1% |
| 3Y | +58.2% | -7.8% | +66.0% | +50.6% |
| 5Y | +110.4% | +104.8% | +5.7% | +63.1% |
| 10Y | +272.8% | +7.2% | +265.5% | +68.6% |
| All | +419.1% | +36.7% | +382.4% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling