+32.6%
ACI vs PFGC
+297.5%
-264.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.3% | +1.5% | -6.8% | -5.5% |
| 30D | +5.0% | +17.4% | -12.4% | +3.1% |
| 3M | +7.5% | -2.4% | +9.9% | +7.6% |
| 6M | -16.0% | +18.2% | -34.2% | -17.6% |
| YTD | -20.6% | +23.7% | -44.3% | -22.6% |
| 1Y | -23.5% | +15.0% | -38.5% | -24.9% |
| 3Y | -32.1% | +82.3% | -114.5% | -36.2% |
| 5Y | -42.5% | +131.9% | -174.4% | -47.6% |
| All | +32.6% | +297.5% | -264.9% | +18.5% |
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