+396.0%
TPR vs PFGC
+82.6%
+313.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -0.3% | +3.4% | -3.7% | -2.0% |
| 30D | +15.1% | +16.9% | -1.8% | +5.7% |
| 3M | +3.5% | +6.4% | -2.9% | -0.2% |
| 6M | +0.4% | +16.0% | -15.6% | -7.3% |
| YTD | +4.6% | +23.6% | -19.0% | -8.1% |
| 1Y | +33.1% | +16.6% | +16.5% | +20.7% |
| 3Y | +396.0% | +82.3% | +313.7% | +236.8% |
| All | +396.0% | +82.6% | +313.4% | +236.8% |
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