-40.6%
ACI vs PFGC
+122.2%
-162.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -0.6% | +15.0% | -15.6% | -2.8% |
| 30D | +9.5% | +17.0% | -7.4% | +6.8% |
| 3M | +10.1% | -2.5% | +12.5% | +10.3% |
| 6M | -15.4% | +19.2% | -34.6% | -17.7% |
| YTD | -19.5% | +23.4% | -43.0% | -22.4% |
| 1Y | -21.0% | +13.9% | -34.8% | -22.9% |
| 3Y | -31.2% | +82.0% | -113.2% | -37.3% |
| 5Y | -40.6% | +128.7% | -169.3% | -48.3% |
| All | -40.6% | +122.2% | -162.8% | -48.3% |
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