+26.7%
Q vs PFGC
-2.2%
+28.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +0.2% | -2.2% | +2.4% | +0.7% |
| 30D | -11.1% | -11.9% | +0.8% | -9.2% |
| 3M | -22.1% | +5.0% | -27.1% | -25.5% |
| 6M | +0.5% | +8.6% | -8.1% | -6.5% |
| YTD | +47.8% | +9.7% | +38.1% | +39.8% |
| All | +26.7% | -2.2% | +28.9% | +22.2% |
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