+87.3%
ALB vs PFGC
+287.3%
-200.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.5% |
| 7D | -8.6% | -3.7% | -4.9% | -7.7% |
| 30D | -4.0% | -16.0% | +11.9% | +0.2% |
| 3M | -17.4% | -4.1% | -13.2% | -16.7% |
| 6M | -25.4% | +8.7% | -34.1% | -27.5% |
| YTD | -10.5% | +6.4% | -16.9% | -13.1% |
| 1Y | +75.8% | -8.4% | +84.2% | +77.3% |
| 3Y | -28.5% | +61.8% | -90.3% | -38.2% |
| 5Y | -45.1% | +108.7% | -153.8% | -55.8% |
| 10Y | +87.3% | +298.1% | -210.8% | +49.7% |
| All | +87.3% | +287.3% | -200.0% | +49.7% |
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