-3.6%
SMR vs PFGC
+76.9%
-80.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +4.4% | -2.2% | +6.6% | +5.3% |
| 30D | +3.4% | -11.9% | +15.3% | +8.6% |
| 3M | -19.2% | +5.0% | -24.2% | -21.9% |
| 6M | -22.6% | +8.6% | -31.2% | -26.0% |
| YTD | -31.5% | +9.7% | -41.2% | -34.7% |
| 1Y | -73.1% | -6.3% | -66.8% | -72.9% |
| 3Y | +55.0% | +58.2% | -3.3% | +32.7% |
| All | -3.6% | +76.9% | -80.5% | -23.3% |
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 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