+53.8%
PSA vs PFGC
+82.7%
-28.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -2.1% | +1.5% | -3.5% | -2.4% |
| 30D | +16.2% | +17.4% | -1.2% | +11.4% |
| 3M | +4.3% | -2.4% | +6.7% | +4.7% |
| 6M | +9.9% | +18.2% | -8.3% | +5.0% |
| YTD | +33.3% | +23.7% | +9.6% | +25.0% |
| 1Y | +25.8% | +15.0% | +10.9% | +20.1% |
| All | +53.8% | +82.7% | -28.9% | +25.0% |
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