+0.1%
SO vs PFGC
-8.5%
+8.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | -2.5% | -16.0% | +13.5% | -0.8% |
| 3M | -4.2% | -4.1% | 0.0% | -3.8% |
| 6M | -7.7% | +8.7% | -16.4% | -8.5% |
| YTD | +3.8% | +6.4% | -2.6% | +2.4% |
| 1Y | +0.1% | -8.4% | +8.4% | +0.9% |
| All | +0.1% | -8.5% | +8.6% | +0.9% |
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