+169.2%
PG vs PFGC
+403.3%
-234.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -3.4% | -3.7% | +0.3% | -3.1% |
| 30D | -2.6% | -16.0% | +13.4% | -1.3% |
| 3M | -3.3% | -4.1% | +0.8% | -3.1% |
| 6M | -6.7% | +8.7% | -15.4% | -7.3% |
| YTD | +1.7% | +6.4% | -4.6% | +1.1% |
| 1Y | -7.9% | -8.4% | +0.5% | -7.5% |
| 3Y | +0.9% | +61.8% | -60.8% | -2.9% |
| 5Y | +12.6% | +108.7% | -96.1% | +5.9% |
| 10Y | +117.2% | +298.1% | -180.9% | +104.4% |
| All | +169.2% | +403.3% | -234.1% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling