+33.3%
ACI vs PFGC
+297.3%
-264.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +2.3% | +3.4% | -1.1% | +1.9% |
| 30D | +1.2% | +16.9% | -15.7% | -0.6% |
| 3M | +6.8% | +6.4% | +0.4% | +5.9% |
| 6M | -18.7% | +16.0% | -34.7% | -20.1% |
| YTD | -20.2% | +23.6% | -43.9% | -22.2% |
| 1Y | -23.7% | +16.6% | -40.3% | -25.2% |
| 3Y | -31.6% | +82.3% | -113.9% | -35.8% |
| 5Y | -42.8% | +138.7% | -181.5% | -47.9% |
| All | +33.3% | +297.3% | -264.1% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling