+19.3%
ACI vs PFGC
+241.8%
-222.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -5.0% | -3.7% | -1.3% | -4.7% |
| 30D | -2.3% | -16.0% | +13.7% | -0.5% |
| 3M | -23.2% | -4.1% | -19.0% | -22.8% |
| 6M | -29.5% | +8.7% | -38.2% | -30.1% |
| YTD | -28.6% | +6.4% | -35.0% | -29.2% |
| 1Y | -34.0% | -8.4% | -25.7% | -33.6% |
| 3Y | -45.0% | +61.8% | -106.7% | -47.5% |
| 5Y | -44.0% | +108.7% | -152.7% | -48.1% |
| All | +19.3% | +241.8% | -222.5% | +8.5% |
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