+445.6%
SITM vs PFGC
+59.5%
+386.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.8% |
| 7D | +4.8% | -4.8% | +9.7% | +7.7% |
| 30D | -9.7% | -17.2% | +7.5% | -0.1% |
| 3M | -9.3% | -6.3% | -3.0% | -7.5% |
| 6M | +69.5% | +8.8% | +60.7% | +56.3% |
| YTD | +70.5% | +4.9% | +65.6% | +58.7% |
| 1Y | +145.3% | -9.5% | +154.8% | +151.8% |
| All | +445.6% | +59.5% | +386.1% | +274.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling