+289.2%
PM vs PFGC
+419.1%
-129.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -4.9% | -2.2% | -2.7% | -4.5% |
| 30D | -3.4% | -11.9% | +8.6% | -1.5% |
| 3M | +5.2% | +5.0% | +0.2% | +4.3% |
| 6M | +3.7% | +8.6% | -4.9% | +2.2% |
| YTD | +15.8% | +9.7% | +6.1% | +13.7% |
| 1Y | +17.4% | -6.3% | +23.7% | +18.0% |
| 3Y | +116.9% | +58.2% | +58.7% | +99.5% |
| 5Y | +117.3% | +110.4% | +6.9% | +88.3% |
| 10Y | +193.8% | +272.8% | -79.0% | +125.3% |
| All | +289.2% | +419.1% | -129.9% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling