+38.6%
ALB vs PFGC
+351.0%
-312.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -5.8% | +3.4% | -9.2% | -6.6% |
| 30D | -4.5% | +16.9% | -21.5% | -8.4% |
| 3M | -28.1% | +6.4% | -34.5% | -29.4% |
| 6M | -53.2% | +16.0% | -69.2% | -55.2% |
| YTD | -33.3% | +23.6% | -56.9% | -37.8% |
| 1Y | -17.4% | +16.6% | -34.0% | -21.9% |
| 3Y | -14.1% | +82.3% | -96.4% | -28.0% |
| 5Y | -64.0% | +138.7% | -202.7% | -72.0% |
| All | +38.6% | +351.0% | -312.4% | +9.4% |
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 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