-63.1%
W vs PFGC
+111.4%
-174.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +3.0% |
| 7D | -4.2% | -2.2% | -2.0% | -2.3% |
| 30D | -7.6% | -11.9% | +4.4% | +2.5% |
| 3M | +37.2% | +5.0% | +32.2% | +30.0% |
| 6M | +26.3% | +8.6% | +17.7% | +15.5% |
| YTD | -1.0% | +9.7% | -10.7% | -11.4% |
| 1Y | +20.1% | -6.3% | +26.4% | +24.1% |
| 3Y | +37.8% | +58.2% | -20.4% | -9.5% |
| All | -63.1% | +111.4% | -174.5% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling