+18.0%
Q vs PFGC
+12.5%
+5.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.5% | -13.6% | -1.7% |
| 7D | -3.3% | +13.9% | -17.1% | -5.0% |
| 30D | -9.7% | +18.4% | -28.0% | -12.1% |
| 3M | -16.1% | -2.5% | -13.6% | -15.5% |
| 6M | -15.7% | +26.0% | -41.7% | -23.4% |
| YTD | +45.7% | +21.9% | +23.9% | +35.4% |
| 1Y | +18.0% | +13.4% | +4.6% | +12.4% |
| All | +18.0% | +12.5% | +5.5% | +12.4% |
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