+212.8%
PWR vs PFGC
+63.7%
+149.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.8% |
| 7D | +4.5% | -2.4% | +7.0% | +5.2% |
| 30D | -4.9% | -15.8% | +10.9% | -0.5% |
| 3M | -7.9% | -0.6% | -7.3% | -9.2% |
| 6M | +18.3% | +10.7% | +7.7% | +11.9% |
| YTD | +51.5% | +7.6% | +43.9% | +44.3% |
| 1Y | +70.3% | -7.8% | +78.1% | +71.3% |
| All | +212.8% | +63.7% | +149.1% | +135.3% |
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 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