+101.7%
SMR vs PFGC
+82.6%
+19.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.8% |
| 7D | -8.3% | +3.4% | -11.7% | -9.6% |
| 30D | -20.1% | +16.9% | -37.0% | -26.7% |
| 3M | -52.7% | +6.4% | -59.1% | -54.4% |
| 6M | -61.0% | +16.0% | -77.0% | -65.2% |
| YTD | -67.1% | +23.6% | -90.7% | -71.7% |
| 1Y | -79.9% | +16.6% | -96.5% | -82.1% |
| 3Y | +101.7% | +82.3% | +19.5% | +28.3% |
| All | +101.7% | +82.6% | +19.1% | +28.3% |
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