+134.1%
PSX vs PFGC
+63.1%
+71.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | +2.8% | -2.4% | +5.3% | +3.4% |
| 30D | +27.8% | -15.8% | +43.5% | +32.9% |
| 3M | +42.0% | -0.6% | +42.6% | +41.1% |
| 6M | +58.1% | +10.7% | +47.4% | +51.4% |
| YTD | +105.0% | +7.6% | +97.4% | +95.6% |
| 1Y | +104.9% | -7.8% | +112.7% | +109.2% |
| 3Y | +134.1% | +63.7% | +70.3% | +79.5% |
| All | +134.1% | +63.1% | +71.0% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling