+76.6%
PPL vs PFGC
+477.3%
-400.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.0% | +12.5% | -11.4% | -0.9% |
| 30D | +6.8% | +17.0% | -10.1% | +4.1% |
| 3M | +3.9% | -2.1% | +5.9% | +3.9% |
| 6M | -2.0% | +25.9% | -27.9% | -5.8% |
| YTD | +5.3% | +22.0% | -16.7% | +1.4% |
| 1Y | +2.2% | +14.8% | -12.7% | -0.7% |
| 3Y | +56.7% | +80.8% | -24.1% | +40.6% |
| 5Y | +49.1% | +126.0% | -76.9% | +27.0% |
| 10Y | +63.6% | +363.8% | -300.1% | +27.5% |
| All | +76.6% | +477.3% | -400.7% | +31.2% |
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