-70.2%
SMR vs PFGC
-9.2%
-61.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.2% | -5.0% |
| 7D | +4.7% | -4.8% | +9.6% | +6.9% |
| 30D | +3.2% | -17.2% | +20.4% | +12.6% |
| 3M | +9.9% | -6.3% | +16.2% | +10.2% |
| 6M | -15.1% | +8.8% | -24.0% | -23.5% |
| YTD | -27.9% | +4.9% | -32.9% | -31.7% |
| 1Y | -70.2% | -9.5% | -60.7% | -73.2% |
| All | -70.2% | -9.2% | -61.0% | -73.2% |
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