+105.2%
PNR vs PFGC
+409.4%
-304.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.8% | -2.2% |
| 7D | -3.0% | -2.4% | -0.6% | -2.4% |
| 30D | -14.9% | -15.8% | +0.9% | -11.4% |
| 3M | -19.0% | -0.6% | -18.4% | -18.9% |
| 6M | -35.9% | +10.7% | -46.6% | -37.5% |
| YTD | -43.1% | +7.6% | -50.8% | -44.4% |
| 1Y | -46.4% | -7.8% | -38.6% | -45.7% |
| 3Y | -10.8% | +63.7% | -74.6% | -21.3% |
| 5Y | -18.9% | +112.3% | -131.1% | -33.3% |
| 10Y | +64.4% | +286.7% | -222.3% | +20.3% |
| All | +105.2% | +409.4% | -304.2% | +34.3% |
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 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