+234.1%
ABT vs PFGC
+351.0%
-116.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -1.3% | +3.4% | -4.7% | -1.6% |
| 30D | +6.0% | +16.9% | -10.9% | +4.3% |
| 3M | -1.9% | +6.4% | -8.3% | -2.6% |
| 6M | +31.2% | +16.0% | +15.2% | +29.1% |
| YTD | -11.2% | +23.6% | -34.9% | -13.4% |
| 1Y | -14.0% | +16.6% | -30.6% | -15.6% |
| 3Y | +20.7% | +82.3% | -61.6% | +12.7% |
| 5Y | -6.7% | +138.7% | -145.4% | -15.5% |
| All | +234.1% | +351.0% | -116.9% | +202.4% |
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 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