+2,436.4%
PWR vs PFGC
+485.1%
+1,951.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +11.3% | +3.4% | +7.9% | +10.5% |
| 30D | -8.9% | +16.9% | -25.8% | -12.8% |
| 3M | -10.5% | +6.4% | -16.9% | -12.5% |
| 6M | -22.2% | +16.0% | -38.2% | -25.9% |
| YTD | +42.7% | +23.6% | +19.1% | +33.3% |
| 1Y | +41.1% | +16.6% | +24.5% | +33.6% |
| 3Y | +242.7% | +82.3% | +160.5% | +188.6% |
| 5Y | +418.5% | +138.7% | +279.8% | +303.7% |
| 10Y | +1,855.0% | +352.8% | +1,502.1% | +1,212.7% |
| All | +2,436.4% | +485.1% | +1,951.3% | +1,378.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling