+146.0%
PM vs PFGC
+77.4%
+68.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.5% |
| 7D | -5.2% | +8.5% | -13.8% | -6.5% |
| 30D | +2.7% | +15.0% | -12.3% | +0.4% |
| 3M | +6.1% | -6.2% | +12.3% | +7.1% |
| 6M | +18.0% | +15.7% | +2.3% | +15.3% |
| YTD | +26.6% | +19.6% | +7.0% | +22.5% |
| 1Y | +36.7% | +13.2% | +23.5% | +33.2% |
| 3Y | +146.0% | +77.0% | +69.1% | +120.3% |
| All | +146.0% | +77.4% | +68.6% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling