+93.4%
AA vs PFGC
+488.3%
-394.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.0% | +1.8% | +4.2% |
| 7D | +4.8% | +10.8% | -6.0% | +0.3% |
| 30D | -0.6% | +17.8% | -18.4% | -7.2% |
| 3M | -16.3% | -2.7% | -13.5% | -15.9% |
| 6M | -33.4% | +20.0% | -53.4% | -38.8% |
| YTD | -20.7% | +24.3% | -45.0% | -29.0% |
| 1Y | +12.9% | +13.2% | -0.3% | +4.7% |
| 3Y | +75.7% | +85.9% | -10.2% | +32.5% |
| 5Y | -6.8% | +141.0% | -147.8% | -37.3% |
| 10Y | +53.6% | +370.6% | -317.0% | -16.3% |
| All | +93.4% | +488.3% | -394.9% | -5.4% |
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