+32.4%
PWR vs PFGC
+12.5%
+19.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +13.5% | -25.2% | -10.2% |
| 7D | -4.4% | +13.9% | -18.2% | -3.0% |
| 30D | -15.1% | +18.4% | -33.4% | -14.2% |
| 3M | -16.2% | -2.5% | -13.7% | -14.2% |
| 6M | -23.3% | +26.0% | -49.4% | -26.9% |
| YTD | +37.6% | +21.9% | +15.8% | +36.0% |
| 1Y | +32.4% | +13.4% | +19.0% | +31.6% |
| All | +32.4% | +12.5% | +19.9% | +31.6% |
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