+226.8%
SOXX vs PFGC
+58.8%
+167.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.4% | -4.8% | +6.1% | +3.1% |
| 30D | -3.6% | -12.5% | +9.0% | +0.9% |
| 3M | -10.2% | -9.7% | -0.4% | -8.2% |
| 6M | +54.2% | +7.0% | +47.2% | +46.0% |
| YTD | +75.2% | +4.5% | +70.7% | +66.6% |
| 1Y | +107.5% | -11.6% | +119.1% | +112.8% |
| 3Y | +226.8% | +58.5% | +168.3% | +161.0% |
| All | +226.8% | +58.8% | +167.9% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling