-30.4%
Z vs PFGC
+25.2%
-55.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.1% | -10.7% | -10.7% |
| 7D | -2.3% | +12.5% | -14.7% | -7.7% |
| 30D | +9.4% | +17.0% | -7.6% | +2.4% |
| 3M | -16.1% | -2.1% | -14.0% | -19.9% |
| 6M | -30.4% | +25.9% | -56.3% | -37.7% |
| All | -30.4% | +25.2% | -55.6% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling