+40.1%
ALAB vs PFGC
-8.5%
+48.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.0% |
| 7D | +9.6% | -3.7% | +13.3% | +9.6% |
| 30D | -5.3% | -16.0% | +10.7% | -5.6% |
| 3M | -12.0% | -4.1% | -7.9% | -13.8% |
| 6M | +145.7% | +8.7% | +137.0% | +133.5% |
| YTD | +80.7% | +6.4% | +74.3% | +78.1% |
| 1Y | +40.1% | -8.4% | +48.5% | +34.6% |
| All | +40.1% | -8.5% | +48.7% | +34.6% |
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