+44.4%
SITM vs PFGC
+12.5%
+31.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +13.5% | -22.9% | -8.8% |
| 7D | -19.5% | +13.9% | -33.4% | -19.4% |
| 30D | -43.2% | +18.4% | -61.6% | -43.6% |
| 3M | -30.8% | -2.5% | -28.3% | -28.8% |
| 6M | -28.6% | +26.0% | -54.6% | -32.6% |
| YTD | +14.2% | +21.9% | -7.7% | +10.3% |
| 1Y | +44.4% | +13.4% | +31.0% | +36.6% |
| All | +44.4% | +12.5% | +31.9% | +36.6% |
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 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