+197.1%
ABT vs PFGC
+292.9%
-95.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -5.9% | -4.8% | -1.1% | -5.4% |
| 30D | -8.1% | -12.5% | +4.5% | -6.8% |
| 3M | +14.5% | -9.7% | +24.3% | +15.7% |
| 6M | -6.3% | +7.0% | -13.3% | -7.0% |
| YTD | -17.1% | +4.5% | -21.6% | -17.7% |
| 1Y | -21.4% | -11.6% | -9.8% | -20.6% |
| 3Y | +5.9% | +58.5% | -52.6% | +0.4% |
| 5Y | -12.8% | +112.6% | -125.3% | -20.0% |
| All | +197.1% | +292.9% | -95.8% | +166.9% |
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