+49.9%
PPG vs PFGC
+403.3%
-353.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -3.7% | -3.7% | 0.0% | -2.8% |
| 30D | -7.2% | -16.0% | +8.8% | -3.1% |
| 3M | -7.3% | -4.1% | -3.2% | -6.5% |
| 6M | +0.3% | +8.7% | -8.4% | -1.9% |
| YTD | +6.5% | +6.4% | +0.2% | +4.4% |
| 1Y | +0.5% | -8.4% | +8.9% | +2.1% |
| 3Y | -15.3% | +61.8% | -77.0% | -25.6% |
| 5Y | -22.9% | +108.7% | -131.6% | -37.0% |
| 10Y | +28.4% | +298.1% | -269.7% | -14.0% |
| All | +49.9% | +403.3% | -353.4% | -5.0% |
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