+70.8%
PPL vs PFGC
+419.1%
-348.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 1Y | -0.8% | -6.3% | +5.5% | -0.3% |
| 3Y | +56.9% | +58.2% | -1.3% | +43.9% |
| 5Y | +39.5% | +110.4% | -70.9% | +20.2% |
| 10Y | +55.4% | +272.8% | -217.4% | +24.9% |
| All | +70.8% | +419.1% | -348.3% | +29.2% |
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 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