+75.6%
PPL vs PFGC
+465.8%
-390.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | +0.4% | +8.5% | -8.1% | -1.0% |
| 30D | +5.4% | +15.0% | -9.5% | +3.0% |
| 3M | +4.3% | -6.2% | +10.4% | +5.0% |
| 6M | -1.3% | +15.7% | -17.1% | -3.9% |
| YTD | +4.7% | +19.6% | -14.9% | +1.1% |
| 1Y | +1.3% | +13.2% | -11.9% | -1.4% |
| 3Y | +57.2% | +77.0% | -19.7% | +41.5% |
| 5Y | +48.2% | +121.5% | -73.2% | +26.6% |
| 10Y | +62.7% | +354.5% | -291.8% | +27.1% |
| All | +75.6% | +465.8% | -390.2% | +30.9% |
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