+108.5%
RF vs PFGC
+77.4%
+31.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.4% |
| 7D | -0.9% | +8.5% | -9.4% | -4.2% |
| 30D | +6.0% | +15.0% | -9.0% | +0.2% |
| 3M | -8.9% | -6.2% | -2.7% | -6.9% |
| 6M | +2.3% | +15.7% | -13.4% | -4.4% |
| YTD | +7.6% | +19.6% | -12.0% | -2.8% |
| 1Y | +21.2% | +13.2% | +8.0% | +12.8% |
| 3Y | +108.5% | +77.0% | +31.6% | +50.9% |
| All | +108.5% | +77.4% | +31.1% | +50.9% |
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