+54.6%
TER vs PFGC
+121.6%
-67.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.4% |
| 7D | -20.5% | +8.5% | -29.0% | -24.0% |
| 30D | -47.0% | +15.0% | -62.0% | -50.9% |
| 3M | -43.3% | -6.2% | -37.1% | -42.4% |
| 6M | -42.9% | +15.7% | -58.6% | -48.7% |
| YTD | +12.9% | +19.6% | -6.7% | -0.5% |
| 1Y | +18.2% | +13.2% | +5.0% | +6.7% |
| 3Y | +151.8% | +77.0% | +74.8% | +73.8% |
| All | +54.6% | +121.6% | -67.0% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling