-54.1%
Z vs PFGC
+131.9%
-186.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.1% | -10.7% | -10.7% |
| 7D | -2.3% | +12.5% | -14.7% | -8.2% |
| 30D | +9.4% | +17.0% | -7.6% | +0.9% |
| 3M | -16.1% | -2.1% | -14.0% | -15.6% |
| 6M | -30.4% | +25.9% | -56.3% | -39.0% |
| YTD | -55.6% | +22.0% | -77.6% | -61.0% |
| 1Y | -58.5% | +14.8% | -73.4% | -62.4% |
| 3Y | -19.6% | +80.8% | -100.5% | -45.3% |
| 5Y | -54.1% | +126.0% | -180.1% | -74.5% |
| All | -54.1% | +131.9% | -186.0% | -74.5% |
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 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