+73.6%
PPL vs PFGC
+485.3%
-411.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +1.1% | -2.4% | +3.5% | +1.2% |
| 6M | -0.8% | +18.2% | -19.0% | -3.7% |
| YTD | +3.5% | +23.7% | -20.2% | -0.6% |
| 1Y | -0.9% | +15.0% | -15.9% | -3.7% |
| 3Y | +54.2% | +82.3% | -28.1% | +38.2% |
| 5Y | +46.3% | +131.9% | -85.6% | +24.1% |
| 10Y | +65.0% | +353.0% | -287.9% | +28.9% |
| All | +73.6% | +485.3% | -411.7% | +28.6% |
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