+132.3%
AA vs PFGC
+287.3%
-155.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -0.6% | -3.7% | +3.1% | +0.9% |
| 30D | -1.6% | -16.0% | +14.4% | +5.5% |
| 3M | -29.8% | -4.1% | -25.7% | -28.9% |
| 6M | -16.6% | +8.7% | -25.3% | -20.4% |
| YTD | -4.0% | +6.4% | -10.4% | -8.3% |
| 1Y | +63.5% | -8.4% | +71.9% | +65.6% |
| 3Y | +86.8% | +61.8% | +25.0% | +49.2% |
| 5Y | +12.4% | +108.7% | -96.3% | -20.2% |
| 10Y | +132.3% | +298.1% | -165.8% | +37.9% |
| All | +132.3% | +287.3% | -155.0% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling