-72.0%
S vs PFGC
+111.4%
-183.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -7.7% | -2.2% | -5.5% | -6.7% |
| 30D | -5.3% | -11.9% | +6.6% | +0.6% |
| 3M | +20.3% | +5.0% | +15.3% | +16.3% |
| 6M | +47.4% | +8.6% | +38.8% | +38.4% |
| YTD | +32.5% | +9.7% | +22.8% | +21.4% |
| 1Y | +9.5% | -6.3% | +15.8% | +10.2% |
| 3Y | +15.5% | +58.2% | -42.7% | -18.1% |
| All | -72.0% | +111.4% | -183.4% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling