-9.1%
T vs PFGC
-5.1%
-4.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -1.3% | -2.2% | +0.9% | -1.1% |
| 30D | +11.4% | -11.9% | +23.3% | +12.2% |
| 3M | +14.3% | +5.0% | +9.3% | +14.9% |
| 6M | -9.3% | +8.6% | -17.9% | -8.6% |
| YTD | +7.1% | +9.7% | -2.6% | +6.4% |
| 1Y | -9.1% | -6.3% | -2.8% | -7.1% |
| All | -9.1% | -5.1% | -4.0% | -7.1% |
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