+39.2%
S vs PFGC
+12.5%
+26.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.5% | -11.9% | +3.2% |
| 7D | -8.2% | +13.9% | -22.1% | -6.7% |
| 30D | -7.6% | +18.4% | -26.0% | -5.7% |
| 3M | +12.0% | -2.5% | +14.5% | +12.5% |
| 6M | +50.6% | +26.0% | +24.5% | +56.4% |
| YTD | +56.6% | +21.9% | +34.7% | +58.5% |
| 1Y | +39.2% | +13.4% | +25.9% | +46.3% |
| All | +39.2% | +12.5% | +26.8% | +46.3% |
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