-42.7%
ACHR vs PFGC
+107.2%
-149.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -0.7% | -2.2% | +1.5% | +0.2% |
| 30D | +9.8% | -11.9% | +21.7% | +15.3% |
| 3M | -10.5% | +5.0% | -15.5% | -13.6% |
| 6M | -15.5% | +8.6% | -24.1% | -19.6% |
| YTD | -24.1% | +9.7% | -33.8% | -28.3% |
| 1Y | -32.4% | -6.3% | -26.1% | -32.1% |
| 3Y | -11.6% | +58.2% | -69.8% | -26.6% |
| 5Y | -42.9% | +110.4% | -153.3% | -57.3% |
| All | -42.7% | +107.2% | -149.9% | -56.2% |
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