-39.0%
U vs PFGC
+150.2%
-189.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -3.8% | -2.2% | -1.6% | -2.7% |
| 30D | +17.5% | -11.9% | +29.4% | +25.3% |
| 3M | +38.7% | +5.0% | +33.7% | +34.4% |
| 6M | +104.4% | +8.6% | +95.8% | +93.2% |
| YTD | -5.7% | +9.7% | -15.4% | -12.7% |
| 1Y | +3.7% | -6.3% | +10.0% | +4.5% |
| 3Y | +12.3% | +58.2% | -45.9% | -15.6% |
| 5Y | -68.8% | +110.4% | -179.3% | -78.9% |
| All | -39.0% | +150.2% | -189.3% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling