-85.6%
SMR vs PFGC
+12.5%
-98.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +13.5% | -18.0% | -8.7% |
| 7D | -9.5% | +13.9% | -23.4% | -13.9% |
| 30D | -33.2% | +18.4% | -51.6% | -37.6% |
| 3M | -45.9% | -2.5% | -43.4% | -44.1% |
| 6M | -57.9% | +26.0% | -83.9% | -65.2% |
| YTD | -63.8% | +21.9% | -85.6% | -68.2% |
| 1Y | -85.6% | +13.4% | -99.0% | -87.7% |
| All | -85.6% | +12.5% | -98.1% | -87.7% |
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