+27.3%
V vs PFGC
+11.2%
+16.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.6% | +15.0% | -14.4% | -1.5% |
| 30D | +9.7% | +17.0% | -7.2% | +7.3% |
| 3M | +17.3% | -2.5% | +19.7% | +16.8% |
| 6M | +33.2% | +19.2% | +14.0% | +30.8% |
| YTD | +21.3% | +23.4% | -2.1% | +19.3% |
| 1Y | +27.3% | +13.9% | +13.5% | +26.5% |
| All | +27.3% | +11.2% | +16.1% | +26.5% |
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