-67.0%
SE vs PFGC
+110.5%
-177.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.3% |
| 7D | +0.6% | -2.4% | +3.0% | +2.1% |
| 30D | -0.1% | -15.8% | +15.7% | +11.1% |
| 3M | +34.1% | -0.6% | +34.7% | +33.7% |
| 6M | +23.2% | +10.7% | +12.5% | +14.1% |
| YTD | -11.2% | +7.6% | -18.8% | -17.4% |
| 1Y | -40.5% | -7.8% | -32.7% | -39.1% |
| 3Y | +196.3% | +63.7% | +132.6% | +91.4% |
| 5Y | -67.0% | +112.3% | -179.3% | -82.6% |
| All | -67.0% | +110.5% | -177.5% | -82.6% |
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