+61.5%
ALB vs PFGC
-5.1%
+66.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.5% |
| 7D | -8.1% | -2.2% | -5.9% | -8.1% |
| 30D | +6.3% | -11.9% | +18.2% | +5.5% |
| 3M | -23.6% | +5.0% | -28.6% | -23.4% |
| 6M | -24.6% | +8.6% | -33.2% | -24.7% |
| YTD | -10.3% | +9.7% | -20.0% | -9.8% |
| 1Y | +61.5% | -6.3% | +67.8% | +63.2% |
| All | +61.5% | -5.1% | +66.6% | +63.2% |
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