-17.4%
PPG vs PFGC
+59.5%
-76.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -5.1% | -4.8% | -0.3% | -3.3% |
| 30D | -9.6% | -17.2% | +7.6% | -2.9% |
| 3M | -6.4% | -6.3% | -0.1% | -4.3% |
| 6M | +0.5% | +8.8% | -8.3% | -3.1% |
| YTD | +4.4% | +4.9% | -0.5% | +1.0% |
| 1Y | -0.9% | -9.5% | +8.6% | +1.3% |
| All | -17.4% | +59.5% | -76.9% | -33.4% |
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