-20.4%
Z vs PFGC
+77.4%
-97.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -1.5% |
| 7D | -4.6% | +8.5% | -13.1% | -8.1% |
| 30D | +8.3% | +15.0% | -6.7% | +2.0% |
| 3M | -11.6% | -6.2% | -5.4% | -9.8% |
| 6M | -33.6% | +15.7% | -49.4% | -38.4% |
| YTD | -56.7% | +19.6% | -76.2% | -60.9% |
| 1Y | -59.1% | +13.2% | -72.3% | -62.1% |
| 3Y | -20.4% | +77.0% | -97.3% | -47.8% |
| All | -20.4% | +77.4% | -97.8% | -47.8% |
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