+24.5%
Q vs PFGC
+10.2%
+14.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.7% |
| 7D | +1.2% | +3.4% | -2.3% | +0.8% |
| 30D | -2.7% | +16.9% | -19.6% | -4.9% |
| 3M | -16.9% | +6.4% | -23.3% | -17.5% |
| 6M | -26.9% | +16.0% | -42.9% | -30.8% |
| YTD | +45.2% | +23.6% | +21.6% | +34.9% |
| 1Y | +38.1% | +16.6% | +21.5% | +30.3% |
| All | +24.5% | +10.2% | +14.3% | +18.0% |
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 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