-63.7%
XYZ vs PFGC
+138.1%
-201.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.0% |
| 7D | -1.1% | +3.4% | -4.5% | -3.5% |
| 30D | +11.5% | +16.9% | -5.4% | -1.1% |
| 3M | +1.8% | +6.4% | -4.6% | -3.2% |
| 6M | +21.2% | +16.0% | +5.2% | +6.3% |
| YTD | +29.9% | +23.6% | +6.3% | +4.3% |
| 1Y | +35.8% | +16.6% | +19.2% | +14.4% |
| 3Y | +62.6% | +82.3% | -19.7% | -13.2% |
| All | -63.7% | +138.1% | -201.8% | -85.2% |
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