+165.5%
SITM vs PFGC
-5.1%
+170.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.1% | +6.6% |
| 7D | +9.7% | -2.2% | +11.9% | +10.1% |
| 30D | +12.7% | -11.9% | +24.6% | +15.0% |
| 3M | -13.4% | +5.0% | -18.4% | -15.8% |
| 6M | +59.6% | +8.6% | +51.0% | +50.8% |
| YTD | +73.3% | +9.7% | +63.6% | +66.7% |
| 1Y | +165.5% | -6.3% | +171.8% | +149.7% |
| All | +165.5% | -5.1% | +170.6% | +149.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling