+32.6%
XYZ vs PFGC
+12.0%
+20.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +2.3% |
| 7D | +14.9% | +10.8% | +4.1% | +10.5% |
| 30D | +14.7% | +17.8% | -3.1% | +9.4% |
| 3M | +12.1% | -2.7% | +14.8% | +9.5% |
| 6M | +18.3% | +20.0% | -1.7% | +12.7% |
| YTD | +36.1% | +24.3% | +11.8% | +29.3% |
| All | +32.6% | +12.0% | +20.6% | +31.9% |
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