-78.3%
PSKY vs PFGC
+109.4%
-187.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -4.7% |
| 7D | -24.6% | +3.1% | -27.6% | -24.2% |
| 30D | -36.1% | +5.0% | -41.1% | -35.6% |
| 3M | -39.9% | +60.3% | -100.2% | -30.5% |
| 6M | -39.9% | +60.3% | -100.2% | -30.5% |
| YTD | -39.9% | +60.3% | -100.2% | -30.5% |
| 1Y | -39.9% | +60.3% | -100.2% | -30.5% |
| 3Y | -40.7% | +77.7% | -118.4% | -34.6% |
| All | -78.3% | +109.4% | -187.7% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling