-16.9%
PSKY vs PFGC
+63.1%
-79.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | +2.4% | -2.4% | +4.8% | +3.2% |
| 30D | +17.5% | -15.8% | +33.3% | +24.2% |
| 3M | +4.4% | -0.6% | +5.0% | +3.9% |
| 6M | -9.0% | +10.7% | -19.7% | -13.6% |
| YTD | -18.6% | +7.6% | -26.2% | -22.6% |
| 1Y | -27.7% | -7.8% | -19.9% | -26.0% |
| 3Y | -16.9% | +63.7% | -80.6% | -39.5% |
| All | -16.9% | +63.1% | -79.9% | -39.5% |
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