+96.8%
T vs PFGC
+485.3%
-388.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.0% | +1.5% | +0.5% | +1.8% |
| 30D | -1.0% | +17.4% | -18.4% | -3.1% |
| 3M | -8.1% | -2.4% | -5.7% | -8.0% |
| 6M | -8.3% | +18.2% | -26.5% | -10.4% |
| YTD | -6.1% | +23.7% | -29.8% | -9.2% |
| 1Y | -7.4% | +15.0% | -22.3% | -9.6% |
| 3Y | +65.4% | +82.3% | -16.9% | +50.6% |
| 5Y | +57.6% | +131.9% | -74.3% | +37.2% |
| 10Y | +61.4% | +353.0% | -291.6% | +32.1% |
| All | +96.8% | +485.3% | -388.5% | +57.1% |
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 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