-9.4%
ABT vs PFGC
+111.7%
-121.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -4.7% | -3.7% | -1.0% | -4.1% |
| 30D | -3.1% | -16.0% | +12.8% | 0.0% |
| 3M | +16.1% | -4.1% | +20.3% | +17.0% |
| 6M | -5.3% | +8.7% | -14.0% | -7.0% |
| YTD | -14.4% | +6.4% | -20.8% | -15.9% |
| 1Y | -18.4% | -8.4% | -10.0% | -17.5% |
| 3Y | +11.2% | +61.8% | -50.6% | -1.5% |
| 5Y | -9.4% | +108.7% | -118.1% | -24.9% |
| All | -9.4% | +111.7% | -121.0% | -24.9% |
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 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