+117.7%
PSA vs PFGC
+419.1%
-301.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -3.7% | -2.2% | -1.5% | -3.4% |
| 30D | -7.7% | -11.9% | +4.2% | -6.3% |
| 3M | -0.6% | +5.0% | -5.6% | -1.2% |
| 6M | -0.9% | +8.6% | -9.5% | -2.0% |
| YTD | +18.7% | +9.7% | +9.0% | +17.0% |
| 1Y | +7.6% | -6.3% | +13.9% | +8.1% |
| 3Y | +23.7% | +58.2% | -34.6% | +16.2% |
| 5Y | +13.7% | +110.4% | -96.8% | +2.3% |
| 10Y | +98.9% | +272.8% | -173.9% | +63.6% |
| All | +117.7% | +419.1% | -301.4% | +70.8% |
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