+19.1%
AA vs PFGC
+110.5%
-91.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.4% |
| 7D | +1.7% | -2.4% | +4.1% | +2.8% |
| 30D | +3.3% | -15.8% | +19.1% | +12.1% |
| 3M | -29.4% | -0.6% | -28.8% | -29.7% |
| 6M | -12.8% | +10.7% | -23.5% | -18.6% |
| YTD | -2.1% | +7.6% | -9.8% | -8.4% |
| 1Y | +62.8% | -7.8% | +70.6% | +65.2% |
| 3Y | +90.5% | +63.7% | +26.8% | +37.8% |
| 5Y | +19.1% | +112.3% | -93.2% | -28.6% |
| All | +19.1% | +110.5% | -91.4% | -28.6% |
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 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