+82.3%
PL vs PFGC
+111.4%
-29.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.0% |
| 7D | -9.3% | -2.2% | -7.1% | -8.1% |
| 30D | -18.9% | -11.9% | -7.0% | -13.1% |
| 3M | -58.4% | +5.0% | -63.4% | -60.4% |
| 6M | -30.3% | +8.6% | -38.9% | -35.4% |
| YTD | -8.1% | +9.7% | -17.8% | -15.6% |
| 1Y | +180.5% | -6.3% | +186.8% | +183.7% |
| 3Y | +444.1% | +58.2% | +385.9% | +303.3% |
| All | +82.3% | +111.4% | -29.1% | +11.8% |
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