+211.1%
SO vs PFGC
+419.1%
-208.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | -4.6% | -11.9% | +7.4% | -3.5% |
| 3M | -3.0% | +5.0% | -8.0% | -3.5% |
| 6M | -8.3% | +8.6% | -16.9% | -9.1% |
| YTD | +3.5% | +9.7% | -6.2% | +2.4% |
| 1Y | -0.9% | -6.3% | +5.4% | -0.7% |
| 3Y | +45.4% | +58.2% | -12.9% | +38.2% |
| 5Y | +59.6% | +110.4% | -50.8% | +46.1% |
| 10Y | +156.6% | +272.8% | -116.1% | +138.1% |
| All | +211.1% | +419.1% | -208.0% | +175.8% |
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