-22.5%
ACHR vs PFGC
+82.6%
-105.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.5% |
| 7D | -9.2% | +3.4% | -12.6% | -10.6% |
| 30D | -1.0% | +16.9% | -17.9% | -9.5% |
| 3M | -42.2% | +6.4% | -48.6% | -44.3% |
| 6M | -38.2% | +16.0% | -54.2% | -45.3% |
| YTD | -46.4% | +23.6% | -70.0% | -55.2% |
| 1Y | -49.4% | +16.6% | -66.0% | -55.9% |
| 3Y | -22.5% | +82.3% | -104.8% | -49.6% |
| All | -22.5% | +82.6% | -105.1% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling