+147.8%
PR vs PFGC
+338.5%
-190.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -16.5% | +12.5% | -29.0% | -22.2% |
| 30D | -4.5% | +17.0% | -21.5% | -13.0% |
| 3M | +8.5% | -2.1% | +10.6% | +7.6% |
| 6M | -3.3% | +25.9% | -29.2% | -16.8% |
| YTD | +55.7% | +22.0% | +33.7% | +33.7% |
| 1Y | +82.0% | +14.8% | +67.2% | +61.1% |
| 3Y | +62.5% | +80.8% | -18.4% | +11.2% |
| 5Y | +223.9% | +126.0% | +98.0% | +87.0% |
| 10Y | +64.2% | +363.8% | -299.6% | -30.7% |
| All | +147.8% | +338.5% | -190.7% | +4.7% |
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 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