-54.2%
W vs PFGC
+121.6%
-175.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | +0.3% |
| 7D | -3.6% | +8.5% | -12.1% | -10.5% |
| 30D | +7.0% | +15.0% | -8.0% | -5.8% |
| 3M | +7.4% | -6.2% | +13.5% | +12.3% |
| 6M | +69.3% | +15.7% | +53.6% | +45.5% |
| YTD | +11.3% | +19.6% | -8.3% | -8.8% |
| 1Y | +13.2% | +13.2% | 0.0% | -2.0% |
| 3Y | +142.0% | +77.0% | +65.1% | +40.4% |
| All | -54.2% | +121.6% | -175.8% | -78.7% |
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 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