-50.5%
SE vs PFGC
+11.2%
-61.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | 0.0% | +15.0% | -15.0% | -3.9% |
| 30D | -19.4% | +17.0% | -36.4% | -23.1% |
| 3M | -33.1% | -2.5% | -30.6% | -33.0% |
| 6M | -11.4% | +19.2% | -30.7% | -16.2% |
| YTD | -39.8% | +23.4% | -63.2% | -42.2% |
| 1Y | -50.5% | +13.9% | -64.3% | -52.9% |
| All | -50.5% | +11.2% | -61.7% | -52.9% |
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 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