-34.0%
Z vs PFGC
+60.5%
-94.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -3.0% | -2.2% | -0.8% | -2.1% |
| 30D | -4.2% | -11.9% | +7.8% | +0.6% |
| 3M | -3.7% | +5.0% | -8.7% | -6.4% |
| 6M | -24.5% | +8.6% | -33.1% | -27.9% |
| YTD | -49.3% | +9.7% | -59.0% | -52.4% |
| 1Y | -58.7% | -6.3% | -52.4% | -57.9% |
| All | -34.0% | +60.5% | -94.5% | -49.5% |
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