+589.4%
SE vs PFGC
+249.1%
+340.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -6.1% | -2.2% | -3.9% | -5.6% |
| 30D | -2.5% | -11.9% | +9.5% | +0.6% |
| 3M | +21.7% | +5.0% | +16.7% | +20.0% |
| 6M | +27.0% | +8.6% | +18.4% | +24.2% |
| YTD | -12.1% | +9.7% | -21.8% | -14.6% |
| 1Y | -40.9% | -6.3% | -34.6% | -40.4% |
| 3Y | +191.0% | +58.2% | +132.8% | +157.5% |
| 5Y | -68.3% | +110.4% | -178.7% | -73.4% |
| All | +589.4% | +249.1% | +340.2% | +482.4% |
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 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