+279.2%
SU vs PFGC
+403.3%
-124.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +1.6% | -3.7% | +5.3% | +2.7% |
| 30D | +10.7% | -16.0% | +26.7% | +16.2% |
| 3M | +13.5% | -4.1% | +17.6% | +14.3% |
| 6M | +21.8% | +8.7% | +13.1% | +17.2% |
| YTD | +58.8% | +6.4% | +52.5% | +53.1% |
| 1Y | +72.0% | -8.4% | +80.4% | +73.0% |
| 3Y | +121.7% | +61.8% | +60.0% | +84.6% |
| 5Y | +350.4% | +108.7% | +241.7% | +233.8% |
| 10Y | +264.7% | +298.1% | -33.5% | +136.7% |
| All | +279.2% | +403.3% | -124.1% | +139.4% |
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 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