+555.9%
XYZ vs PFGC
+386.3%
+169.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.2% | +1.5% | -3.7% | -2.7% |
| 30D | +11.6% | +17.4% | -5.8% | +5.2% |
| 3M | +8.4% | -2.4% | +10.8% | +9.3% |
| 6M | +17.2% | +18.2% | -1.1% | +9.5% |
| YTD | +31.7% | +23.7% | +8.0% | +19.6% |
| 1Y | +30.1% | +15.0% | +15.1% | +21.4% |
| 3Y | +66.4% | +82.3% | -15.9% | +30.7% |
| 5Y | -62.2% | +131.9% | -194.1% | -72.0% |
| 10Y | +621.5% | +353.0% | +268.6% | +346.5% |
| All | +555.9% | +386.3% | +169.6% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling