+20.3%
PSA vs PFGC
+61.7%
-41.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -2.2% | -3.7% | +1.5% | -1.3% |
| 30D | -9.6% | -16.0% | +6.4% | -5.6% |
| 3M | -7.9% | -4.1% | -3.8% | -7.0% |
| 6M | -2.0% | +8.7% | -10.7% | -4.2% |
| YTD | +15.7% | +6.4% | +9.4% | +13.1% |
| 1Y | +5.8% | -8.4% | +14.1% | +7.0% |
| All | +20.3% | +61.7% | -41.4% | +3.5% |
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