-43.8%
ACHR vs PFGC
+111.7%
-155.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -5.1% |
| 7D | -2.7% | -3.7% | +1.1% | -0.9% |
| 30D | -12.1% | -16.0% | +3.8% | -4.5% |
| 3M | +3.4% | -4.1% | +7.5% | +4.1% |
| 6M | -15.6% | +8.7% | -24.4% | -20.9% |
| YTD | -26.9% | +6.4% | -33.2% | -30.9% |
| 1Y | -34.8% | -8.4% | -26.4% | -33.7% |
| 3Y | -19.2% | +61.8% | -81.0% | -37.1% |
| 5Y | -43.8% | +108.7% | -152.5% | -62.7% |
| All | -43.8% | +111.7% | -155.4% | -62.7% |
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