+224.5%
ABT vs PFGC
+409.4%
-184.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.4% |
| 7D | -3.1% | -2.4% | -0.7% | -2.9% |
| 30D | -2.1% | -15.8% | +13.6% | -0.4% |
| 3M | +17.4% | -0.6% | +18.0% | +17.5% |
| 6M | -2.4% | +10.7% | -13.1% | -3.5% |
| YTD | -14.2% | +7.6% | -21.9% | -15.1% |
| 1Y | -18.3% | -7.8% | -10.5% | -17.9% |
| 3Y | +11.5% | +63.7% | -52.2% | +5.0% |
| 5Y | -9.9% | +112.3% | -122.1% | -17.8% |
| 10Y | +204.4% | +286.7% | -82.3% | +163.9% |
| All | +224.5% | +409.4% | -184.9% | +168.0% |
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