+70.3%
SE vs PFGC
+77.4%
-7.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | +2.0% | +8.5% | -6.5% | -1.3% |
| 30D | -20.0% | +15.0% | -35.0% | -24.4% |
| 3M | -31.8% | -6.2% | -25.6% | -30.4% |
| 6M | -15.9% | +15.7% | -31.6% | -21.1% |
| YTD | -40.6% | +19.6% | -60.2% | -45.4% |
| 1Y | -50.7% | +13.2% | -63.9% | -53.7% |
| 3Y | +70.3% | +77.0% | -6.7% | +74.4% |
| All | +70.3% | +77.4% | -7.1% | +74.4% |
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 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