+374.3%
SPY vs PFGC
+485.3%
-111.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -0.9% | +1.5% | -2.4% | -1.2% |
| 30D | -2.4% | +17.4% | -19.8% | -5.4% |
| 3M | -1.2% | -2.4% | +1.3% | -1.0% |
| 6M | +3.3% | +18.2% | -14.9% | -0.4% |
| YTD | +12.3% | +23.7% | -11.4% | +6.9% |
| 1Y | +12.4% | +15.0% | -2.5% | +8.4% |
| 3Y | +78.8% | +82.3% | -3.5% | +57.2% |
| 5Y | +75.2% | +131.9% | -56.8% | +45.6% |
| 10Y | +311.1% | +353.0% | -41.9% | +203.5% |
| All | +374.3% | +485.3% | -111.0% | +235.8% |
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