+233.1%
ABT vs PFGC
+419.1%
-186.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.7% | -2.2% | -1.5% | -3.5% |
| 30D | +2.5% | -11.9% | +14.4% | +3.8% |
| 3M | +20.2% | +5.0% | +15.2% | +19.6% |
| 6M | -2.9% | +8.6% | -11.5% | -3.9% |
| YTD | -11.9% | +9.7% | -21.6% | -13.0% |
| 1Y | -16.5% | -6.3% | -10.3% | -16.3% |
| 3Y | +12.1% | +58.2% | -46.1% | +6.0% |
| 5Y | -7.4% | +110.4% | -117.8% | -15.6% |
| 10Y | +210.7% | +272.8% | -62.1% | +171.6% |
| All | +233.1% | +419.1% | -186.0% | +174.6% |
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