+400.4%
ALAB vs PFGC
+29.7%
+370.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.9% |
| 7D | +7.2% | -2.2% | +9.4% | +8.1% |
| 30D | -2.5% | -11.9% | +9.4% | +2.0% |
| 3M | -13.3% | +5.0% | -18.3% | -17.2% |
| 6M | +172.8% | +8.6% | +164.2% | +154.4% |
| YTD | +86.6% | +9.7% | +76.9% | +71.9% |
| 1Y | +65.2% | -6.3% | +71.4% | +66.3% |
| All | +400.4% | +29.7% | +370.7% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling