+90.5%
AA vs PFGC
+63.1%
+27.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.3% |
| 7D | +1.7% | -2.4% | +4.1% | +2.6% |
| 30D | +3.3% | -15.8% | +19.1% | +10.5% |
| 3M | -29.4% | -0.6% | -28.8% | -29.8% |
| 6M | -12.8% | +10.7% | -23.5% | -18.0% |
| YTD | -2.1% | +7.6% | -9.8% | -7.9% |
| 1Y | +62.8% | -7.8% | +70.6% | +67.2% |
| 3Y | +90.5% | +63.7% | +26.8% | +26.5% |
| All | +90.5% | +63.1% | +27.4% | +26.5% |
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