+13.6%
TPR vs PFGC
-8.4%
+22.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.9% | -3.0% |
| 7D | -3.4% | -2.4% | -0.9% | -2.4% |
| 30D | -27.3% | -15.8% | -11.5% | -22.4% |
| 3M | -16.2% | -0.6% | -15.6% | -15.2% |
| 6M | -17.9% | +10.7% | -28.6% | -19.9% |
| YTD | -7.1% | +7.6% | -14.8% | -10.1% |
| 1Y | +13.6% | -7.8% | +21.4% | +13.4% |
| All | +13.6% | -8.4% | +22.0% | +13.4% |
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