+67.2%
SU vs PFGC
-10.1%
+77.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.2% |
| 7D | +2.2% | -4.8% | +7.0% | +1.3% |
| 30D | +8.4% | -12.5% | +21.0% | +5.7% |
| 3M | +12.1% | -9.7% | +21.8% | +10.0% |
| 6M | +19.7% | +7.0% | +12.7% | +21.0% |
| YTD | +58.4% | +4.5% | +53.9% | +60.5% |
| 1Y | +67.2% | -11.6% | +78.8% | +72.2% |
| All | +67.2% | -10.1% | +77.3% | +72.2% |
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