+186.3%
SE vs PFGC
+65.1%
+121.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -6.1% | -2.2% | -3.9% | -5.3% |
| 30D | -2.5% | -11.9% | +9.5% | +2.4% |
| 3M | +21.7% | +5.0% | +16.7% | +18.9% |
| 6M | +27.0% | +8.6% | +18.4% | +22.0% |
| YTD | -12.1% | +9.7% | -21.8% | -16.3% |
| 1Y | -40.9% | -6.3% | -34.6% | -39.9% |
| All | +186.3% | +65.1% | +121.2% | +134.9% |
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