+7.5%
SMR vs PFGC
+71.5%
-64.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | +13.1% | -3.7% | +16.8% | +14.6% |
| 30D | +17.8% | -16.0% | +33.7% | +25.8% |
| 3M | +8.1% | -4.1% | +12.2% | +8.8% |
| 6M | -11.1% | +8.7% | -19.8% | -15.1% |
| YTD | -23.7% | +6.4% | -30.1% | -26.4% |
| 1Y | -69.4% | -8.4% | -61.0% | -69.0% |
| 3Y | +82.6% | +61.8% | +20.8% | +56.4% |
| All | +7.5% | +71.5% | -64.1% | -13.6% |
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