+230.3%
SO vs PFGC
+488.3%
-257.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.6% | +1.0% |
| 7D | -1.1% | +10.8% | -11.9% | -2.1% |
| 30D | +8.6% | +17.8% | -9.2% | +6.9% |
| 3M | +1.8% | -2.7% | +4.5% | +1.9% |
| 6M | +3.6% | +20.0% | -16.4% | +1.7% |
| YTD | +9.9% | +24.3% | -14.4% | +7.4% |
| 1Y | +5.7% | +13.2% | -7.5% | +4.1% |
| 3Y | +52.5% | +85.9% | -33.4% | +42.7% |
| 5Y | +77.3% | +141.0% | -63.7% | +60.3% |
| 10Y | +186.8% | +370.6% | -183.8% | +160.6% |
| All | +230.3% | +488.3% | -257.9% | +189.3% |
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