+13.4%
PG vs PFGC
+110.3%
-96.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.8% | -4.8% | +4.0% | -0.1% |
| 30D | +0.8% | -12.5% | +13.4% | +2.8% |
| 3M | -1.3% | -9.7% | +8.4% | +0.1% |
| 6M | -3.8% | +7.0% | -10.8% | -4.8% |
| YTD | +3.6% | +4.5% | -0.8% | +2.6% |
| 1Y | -5.7% | -11.6% | +5.9% | -4.6% |
| 3Y | +1.6% | +58.5% | -56.9% | -5.9% |
| All | +13.4% | +110.3% | -96.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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