+96.9%
PSX vs PFGC
+12.5%
+84.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +13.5% | -18.1% | -1.8% |
| 7D | -5.2% | +13.9% | -19.0% | -2.3% |
| 30D | -3.7% | +18.4% | -22.1% | -0.1% |
| 3M | +26.8% | -2.5% | +29.3% | +27.6% |
| 6M | +47.3% | +26.0% | +21.3% | +54.6% |
| YTD | +105.4% | +21.9% | +83.6% | +111.5% |
| 1Y | +96.9% | +13.4% | +83.6% | +105.1% |
| All | +96.9% | +12.5% | +84.4% | +105.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling