+103.0%
PSX vs PFGC
-8.5%
+111.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.5% |
| 7D | +1.8% | -3.7% | +5.5% | +1.3% |
| 30D | +21.6% | -16.0% | +37.6% | +19.1% |
| 3M | +46.5% | -4.1% | +50.6% | +45.7% |
| 6M | +62.0% | +8.7% | +53.3% | +63.7% |
| YTD | +106.3% | +6.4% | +100.0% | +105.2% |
| 1Y | +103.0% | -8.4% | +111.3% | +109.3% |
| All | +103.0% | -8.5% | +111.5% | +109.3% |
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