+130.5%
AA vs PFGC
+419.1%
-288.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -0.7% | -2.2% | +1.5% | +0.2% |
| 30D | +5.0% | -11.9% | +16.9% | +10.3% |
| 3M | -35.8% | +5.0% | -40.8% | -37.4% |
| 6M | -18.4% | +8.6% | -27.0% | -22.0% |
| YTD | -5.5% | +9.7% | -15.2% | -10.7% |
| 1Y | +61.0% | -6.3% | +67.3% | +61.6% |
| 3Y | +66.2% | +58.2% | +8.0% | +34.4% |
| 5Y | +11.4% | +110.4% | -99.0% | -20.7% |
| 10Y | +116.9% | +272.8% | -155.9% | +28.2% |
| All | +130.5% | +419.1% | -288.6% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling