+65.2%
ALAB vs PFGC
-5.1%
+70.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.7% |
| 7D | +7.2% | -2.2% | +9.4% | +7.2% |
| 30D | -2.5% | -11.9% | +9.4% | -2.8% |
| 3M | -13.3% | +5.0% | -18.3% | -15.6% |
| 6M | +172.8% | +8.6% | +164.2% | +160.2% |
| YTD | +86.6% | +9.7% | +76.9% | +84.4% |
| 1Y | +65.2% | -6.3% | +71.4% | +60.1% |
| All | +65.2% | -5.1% | +70.2% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling