+4,507.3%
SITM vs PFGC
+116.3%
+4,391.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.6% |
| 7D | +8.4% | -2.4% | +10.8% | +9.2% |
| 30D | -17.4% | -15.8% | -1.7% | -13.2% |
| 3M | -9.8% | -0.6% | -9.2% | -10.1% |
| 6M | +83.0% | +10.7% | +72.3% | +76.3% |
| YTD | +69.6% | +7.6% | +61.9% | +64.2% |
| 1Y | +144.9% | -7.8% | +152.7% | +147.6% |
| 3Y | +429.9% | +63.7% | +366.1% | +355.9% |
| 5Y | +169.2% | +112.3% | +56.9% | +119.4% |
| All | +4,507.3% | +116.3% | +4,391.0% | +5,489.0% |
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