+199.8%
TER vs PFGC
-5.1%
+204.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +6.0% | +5.5% |
| 7D | +0.6% | -2.2% | +2.8% | +0.7% |
| 30D | -8.3% | -11.9% | +3.6% | -7.7% |
| 3M | -12.2% | +5.0% | -17.3% | -16.6% |
| 6M | +17.0% | +8.6% | +8.4% | +8.3% |
| YTD | +84.6% | +9.7% | +74.9% | +77.4% |
| 1Y | +199.8% | -6.3% | +206.1% | +161.0% |
| All | +199.8% | -5.1% | +204.9% | +161.0% |
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