+72.6%
XYZ vs PFGC
+77.4%
-4.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.8% |
| 7D | +12.1% | +8.5% | +3.6% | +7.5% |
| 30D | +12.4% | +15.0% | -2.6% | +4.7% |
| 3M | +8.2% | -6.2% | +14.4% | +11.0% |
| 6M | +20.7% | +15.7% | +4.9% | +10.7% |
| YTD | +31.3% | +19.6% | +11.8% | +15.7% |
| 1Y | +20.5% | +13.2% | +7.3% | +9.7% |
| 3Y | +72.6% | +77.0% | -4.3% | +28.1% |
| All | +72.6% | +77.4% | -4.8% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling