+52.5%
SOXX vs PFGC
+12.5%
+40.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +13.5% | -16.7% | -2.7% |
| 7D | -13.7% | +13.9% | -27.6% | -13.4% |
| 30D | -23.6% | +18.4% | -41.9% | -23.6% |
| 3M | -16.9% | -2.5% | -14.3% | -15.9% |
| 6M | -2.4% | +26.0% | -28.4% | -7.6% |
| YTD | +49.8% | +21.9% | +28.0% | +46.2% |
| 1Y | +52.5% | +13.4% | +39.2% | +45.2% |
| All | +52.5% | +12.5% | +40.0% | +45.2% |
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