+79.3%
PR vs PFGC
+60.5%
+18.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +2.9% | -2.2% | +5.1% | +3.5% |
| 30D | +18.0% | -11.9% | +30.0% | +22.1% |
| 3M | +16.9% | +5.0% | +11.9% | +14.3% |
| 6M | +28.2% | +8.6% | +19.6% | +23.2% |
| YTD | +69.3% | +9.7% | +59.6% | +60.3% |
| 1Y | +69.5% | -6.3% | +75.8% | +73.0% |
| All | +79.3% | +60.5% | +18.8% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling