+92.7%
T vs PFGC
+488.3%
-395.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.3% |
| 7D | +1.7% | +10.8% | -9.2% | +0.2% |
| 30D | -1.7% | +17.8% | -19.5% | -3.8% |
| 3M | -7.3% | -2.7% | -4.6% | -7.2% |
| 6M | -11.2% | +20.0% | -31.2% | -13.4% |
| YTD | -8.1% | +24.3% | -32.4% | -11.1% |
| 1Y | -8.0% | +13.2% | -21.2% | -10.0% |
| 3Y | +62.1% | +85.9% | -23.8% | +47.2% |
| 5Y | +55.7% | +141.0% | -85.3% | +34.9% |
| 10Y | +54.1% | +370.6% | -316.5% | +25.6% |
| All | +92.7% | +488.3% | -395.5% | +53.8% |
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