-0.4%
PL vs PFGC
+12.5%
-12.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +13.5% | -19.9% | -6.4% |
| 7D | -11.7% | +13.9% | -25.6% | -12.0% |
| 30D | -27.1% | +18.4% | -45.5% | -27.9% |
| 3M | -44.6% | -2.5% | -42.1% | -43.8% |
| 6M | -67.2% | +26.0% | -93.2% | -68.7% |
| YTD | -35.9% | +21.9% | -57.7% | -34.8% |
| 1Y | -0.4% | +13.4% | -13.8% | +2.2% |
| All | -0.4% | +12.5% | -12.9% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling