+89.1%
PSX vs PFGC
+14.2%
+74.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.1% |
| 30D | -8.1% | +17.4% | -25.5% | -4.8% |
| 3M | +15.9% | -2.4% | +18.3% | +16.7% |
| 6M | +49.4% | +18.2% | +31.2% | +55.3% |
| YTD | +104.7% | +23.7% | +81.0% | +110.0% |
| 1Y | +89.1% | +15.0% | +74.1% | +98.1% |
| All | +89.1% | +14.2% | +74.9% | +98.1% |
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