+124.5%
T vs PFGC
+419.1%
-294.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -1.3% | -2.2% | +0.9% | -1.0% |
| 30D | +11.4% | -11.9% | +23.3% | +13.1% |
| 3M | +14.3% | +5.0% | +9.3% | +13.5% |
| 6M | -9.3% | +8.6% | -17.9% | -10.4% |
| YTD | +7.1% | +9.7% | -2.6% | +5.4% |
| 1Y | -9.1% | -6.3% | -2.8% | -8.8% |
| 3Y | +105.3% | +58.2% | +47.1% | +90.6% |
| 5Y | +66.8% | +110.4% | -43.6% | +47.1% |
| 10Y | +66.8% | +272.8% | -206.0% | +39.6% |
| All | +124.5% | +419.1% | -294.6% | +82.2% |
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