-9.8%
T vs PFGC
+15.6%
-25.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +2.5% | +3.4% | -0.9% | +2.2% |
| 30D | -3.8% | +16.9% | -20.7% | -5.2% |
| 3M | -8.7% | +6.4% | -15.1% | -9.6% |
| 6M | -8.1% | +16.0% | -24.1% | -8.5% |
| YTD | -6.4% | +23.6% | -30.1% | -8.3% |
| 1Y | -9.8% | +16.6% | -26.4% | -10.4% |
| All | -9.8% | +15.6% | -25.3% | -10.4% |
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 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