+174.0%
SITM vs PFGC
+105.5%
+68.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +3.0% |
| 7D | +4.8% | -4.8% | +9.7% | +8.3% |
| 30D | -9.7% | -17.2% | +7.5% | +1.9% |
| 3M | -9.3% | -6.3% | -3.0% | -6.7% |
| 6M | +69.5% | +8.8% | +60.7% | +56.1% |
| YTD | +70.5% | +4.9% | +65.6% | +58.8% |
| 1Y | +145.3% | -9.5% | +154.8% | +152.1% |
| 3Y | +432.8% | +59.6% | +373.2% | +253.7% |
| 5Y | +174.0% | +113.5% | +60.5% | +51.6% |
| All | +174.0% | +105.5% | +68.5% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling