+56.6%
PPL vs PFGC
+82.7%
-26.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -1.0% | +1.5% | -2.4% | -1.2% |
| 30D | +3.0% | +17.4% | -14.4% | +0.8% |
| 3M | +1.1% | -2.4% | +3.5% | +1.2% |
| 6M | -0.8% | +18.2% | -19.0% | -3.2% |
| YTD | +3.5% | +23.7% | -20.2% | +0.1% |
| 1Y | -0.9% | +15.0% | -15.9% | -3.2% |
| All | +56.6% | +82.7% | -26.0% | +45.2% |
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