+365.7%
ALAB vs PFGC
+27.2%
+338.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.1% | -6.2% |
| 7D | +3.2% | -2.4% | +5.6% | +4.2% |
| 30D | -13.6% | -15.8% | +2.2% | -8.0% |
| 3M | -16.6% | -0.6% | -16.0% | -18.2% |
| 6M | +142.3% | +10.7% | +131.7% | +123.4% |
| YTD | +73.6% | +7.6% | +66.0% | +61.2% |
| 1Y | +33.7% | -7.8% | +41.5% | +35.5% |
| All | +365.7% | +27.2% | +338.4% | +284.8% |
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