-20.8%
PNR vs PFGC
+105.5%
-126.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.9% |
| 7D | -5.5% | -4.8% | -0.6% | -3.7% |
| 30D | -15.6% | -17.2% | +1.6% | -9.5% |
| 3M | -20.2% | -6.3% | -13.9% | -18.2% |
| 6M | -36.6% | +8.8% | -45.4% | -38.6% |
| YTD | -45.0% | +4.9% | -49.9% | -46.5% |
| 1Y | -47.4% | -9.5% | -37.9% | -46.0% |
| 3Y | -13.7% | +59.6% | -73.3% | -28.7% |
| 5Y | -20.8% | +113.5% | -134.3% | -41.7% |
| All | -20.8% | +105.5% | -126.3% | -41.7% |
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 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