+15.0%
PL vs PFGC
+14.2%
+0.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +13.4% | +1.5% | +11.9% | +13.2% |
| 30D | -10.2% | +17.4% | -27.6% | -10.7% |
| 3M | -39.5% | -2.4% | -37.1% | -38.6% |
| 6M | -65.7% | +18.2% | -83.9% | -66.5% |
| YTD | -27.3% | +23.7% | -51.0% | -25.4% |
| 1Y | +15.0% | +15.0% | 0.0% | +19.0% |
| All | +15.0% | +14.2% | +0.8% | +19.0% |
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