+151.8%
TER vs PFGC
+77.4%
+74.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.1% |
| 7D | -20.5% | +8.5% | -29.0% | -22.4% |
| 30D | -47.0% | +15.0% | -62.0% | -49.5% |
| 3M | -43.3% | -6.2% | -37.1% | -42.1% |
| 6M | -42.9% | +15.7% | -58.6% | -47.6% |
| YTD | +12.9% | +19.6% | -6.7% | +1.8% |
| 1Y | +18.2% | +13.2% | +5.0% | +8.7% |
| 3Y | +151.8% | +77.0% | +74.8% | +80.2% |
| All | +151.8% | +77.4% | +74.4% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling