+69.9%
PR vs PFGC
+81.0%
-11.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -16.5% | +12.5% | -29.0% | -18.6% |
| 30D | -4.5% | +17.0% | -21.5% | -7.9% |
| 3M | +8.5% | -2.1% | +10.6% | +9.8% |
| 6M | -3.3% | +25.9% | -29.2% | -10.5% |
| YTD | +55.7% | +22.0% | +33.7% | +43.5% |
| 1Y | +82.0% | +14.8% | +67.2% | +72.8% |
| All | +69.9% | +81.0% | -11.1% | +21.7% |
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