+310.3%
TPR vs PFGC
+65.1%
+245.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -2.3% | -2.2% | -0.1% | -1.2% |
| 30D | -23.0% | -11.9% | -11.0% | -17.6% |
| 3M | -12.5% | +5.0% | -17.5% | -14.5% |
| 6M | -21.4% | +8.6% | -30.0% | -24.7% |
| YTD | -3.5% | +9.7% | -13.2% | -9.3% |
| 1Y | +17.4% | -6.3% | +23.6% | +20.3% |
| All | +310.3% | +65.1% | +245.2% | +206.7% |
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