+99.6%
PSX vs PFGC
-5.1%
+104.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | +4.5% | -2.2% | +6.7% | +4.2% |
| 30D | +26.6% | -11.9% | +38.5% | +24.7% |
| 3M | +39.3% | +5.0% | +34.3% | +40.1% |
| 6M | +56.8% | +8.6% | +48.2% | +59.2% |
| YTD | +101.8% | +9.7% | +92.1% | +101.5% |
| 1Y | +99.6% | -6.3% | +105.9% | +106.9% |
| All | +99.6% | -5.1% | +104.7% | +106.9% |
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