+365.7%
SE vs PFGC
+280.5%
+85.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | +2.0% | +8.5% | -6.5% | -0.2% |
| 30D | -20.0% | +15.0% | -35.0% | -22.9% |
| 3M | -31.8% | -6.2% | -25.6% | -30.9% |
| 6M | -15.9% | +15.7% | -31.6% | -19.2% |
| YTD | -40.6% | +19.6% | -60.2% | -43.6% |
| 1Y | -50.7% | +13.2% | -63.9% | -52.6% |
| 3Y | +70.3% | +77.0% | -6.7% | +46.4% |
| 5Y | -78.8% | +121.5% | -200.3% | -82.5% |
| All | +365.7% | +280.5% | +85.2% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling