-29.5%
ALB vs PFGC
+65.1%
-94.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | -8.1% | -2.2% | -5.9% | -7.5% |
| 30D | +6.3% | -11.9% | +18.2% | +10.1% |
| 3M | -23.6% | +5.0% | -28.6% | -25.2% |
| 6M | -24.6% | +8.6% | -33.2% | -27.3% |
| YTD | -10.3% | +9.7% | -20.0% | -14.9% |
| 1Y | +61.5% | -6.3% | +67.8% | +64.2% |
| All | -29.5% | +65.1% | -94.6% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling