+158.8%
PGR vs PFGC
+110.3%
+48.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.6% | -4.8% | +4.1% | +0.3% |
| 30D | +4.9% | -12.5% | +17.5% | +7.6% |
| 3M | +7.6% | -9.7% | +17.4% | +9.7% |
| 6M | +8.3% | +7.0% | +1.2% | +6.7% |
| YTD | +1.7% | +4.5% | -2.7% | +0.3% |
| 1Y | -6.8% | -11.6% | +4.7% | -5.0% |
| 3Y | +73.4% | +58.5% | +15.0% | +55.5% |
| All | +158.8% | +110.3% | +48.5% | +119.9% |
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