+24.8%
ALAB vs PFGC
+12.0%
+12.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.0% | +9.7% | +13.9% |
| 7D | -5.6% | +10.8% | -16.4% | -4.6% |
| 30D | -36.6% | +17.8% | -54.4% | -36.1% |
| 3M | -35.1% | -2.7% | -32.4% | -34.5% |
| 6M | +8.5% | +20.0% | -11.5% | +5.2% |
| YTD | +30.4% | +24.3% | +6.1% | +30.1% |
| All | +24.8% | +12.0% | +12.8% | +23.1% |
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