-21.6%
Q vs PFGC
+13.1%
-34.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +5.8% |
| 7D | +0.3% | +8.5% | -8.2% | +1.9% |
| 30D | -9.8% | +15.0% | -24.8% | -6.9% |
| 3M | -12.2% | -6.2% | -6.0% | -18.2% |
| 6M | -21.6% | +15.7% | -37.4% | -21.2% |
| All | -21.6% | +13.1% | -34.7% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling