+39.4%
PPL vs PFGC
+111.4%
-72.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.7% | -2.2% | +4.9% | +3.0% |
| 30D | +0.5% | -11.9% | +12.4% | +2.4% |
| 3M | +0.7% | +5.0% | -4.3% | -0.2% |
| 6M | -7.6% | +8.6% | -16.2% | -9.1% |
| YTD | +1.8% | +9.7% | -7.9% | -0.2% |
| 1Y | -0.8% | -6.3% | +5.5% | -0.2% |
| 3Y | +56.9% | +58.2% | -1.3% | +43.1% |
| All | +39.4% | +111.4% | -72.0% | +19.1% |
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