-31.8%
PNR vs PFGC
+12.5%
-44.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +13.5% | -10.2% | -0.8% |
| 7D | +11.9% | +13.9% | -2.0% | +7.4% |
| 30D | +37.1% | +18.4% | +18.8% | +30.2% |
| 3M | +5.7% | -2.5% | +8.2% | +6.0% |
| 6M | -5.7% | +26.0% | -31.7% | -10.4% |
| YTD | -29.8% | +21.9% | -51.7% | -34.6% |
| 1Y | -31.8% | +13.4% | -45.2% | -35.3% |
| All | -31.8% | +12.5% | -44.3% | -35.3% |
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 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