+125.0%
SU vs PFGC
+58.8%
+66.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.2% | -4.8% | +7.0% | +2.7% |
| 30D | +8.4% | -12.5% | +21.0% | +9.7% |
| 3M | +12.1% | -9.7% | +21.8% | +12.8% |
| 6M | +19.7% | +7.0% | +12.7% | +17.3% |
| YTD | +58.4% | +4.5% | +53.9% | +55.3% |
| 1Y | +67.2% | -11.6% | +78.8% | +71.1% |
| 3Y | +125.0% | +58.5% | +66.5% | +93.4% |
| All | +125.0% | +58.8% | +66.2% | +93.4% |
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