+41.6%
AA vs PFGC
+351.0%
-309.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | +0.5% | +3.4% | -2.9% | -0.8% |
| 30D | -0.6% | +16.9% | -17.5% | -7.0% |
| 3M | -19.7% | +6.4% | -26.1% | -22.2% |
| 6M | -41.6% | +16.0% | -57.6% | -45.7% |
| YTD | -24.6% | +23.6% | -48.3% | -32.6% |
| 1Y | +4.9% | +16.6% | -11.7% | -4.1% |
| 3Y | +66.8% | +82.3% | -15.4% | +26.0% |
| 5Y | -19.4% | +138.7% | -158.1% | -46.0% |
| All | +41.6% | +351.0% | -309.4% | -20.6% |
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