+103.8%
U vs PFGC
+84.2%
+19.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.9% |
| 7D | +32.3% | +10.8% | +21.5% | +25.8% |
| 30D | +9.7% | +17.8% | -8.1% | +1.1% |
| 3M | +19.6% | -2.7% | +22.3% | +20.8% |
| 6M | +82.6% | +20.0% | +62.6% | +65.0% |
| YTD | +16.4% | +24.3% | -7.9% | +0.6% |
| 1Y | +28.5% | +13.2% | +15.3% | +18.7% |
| 3Y | +103.8% | +85.9% | +17.9% | +40.0% |
| All | +103.8% | +84.2% | +19.5% | +40.0% |
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