+2,018.3%
SOXX vs PFGC
+396.6%
+1,621.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.4% |
| 7D | +3.0% | -4.8% | +7.9% | +4.3% |
| 30D | -3.1% | -17.2% | +14.1% | +1.5% |
| 3M | -4.4% | -6.3% | +1.9% | -3.3% |
| 6M | +52.9% | +8.8% | +44.1% | +48.3% |
| YTD | +72.0% | +4.9% | +67.1% | +68.0% |
| 1Y | +105.1% | -9.5% | +114.6% | +107.6% |
| 3Y | +220.6% | +59.6% | +161.0% | +179.8% |
| 5Y | +244.8% | +113.5% | +131.3% | +178.9% |
| 10Y | +1,537.1% | +292.8% | +1,244.3% | +1,017.2% |
| All | +2,018.3% | +396.6% | +1,621.7% | +1,275.0% |
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 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