-62.1%
ALB vs PFGC
+121.6%
-183.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.7% |
| 7D | +9.1% | +8.5% | +0.5% | +5.3% |
| 30D | -3.4% | +15.0% | -18.4% | -9.0% |
| 3M | -20.6% | -6.2% | -14.4% | -18.9% |
| 6M | -48.2% | +15.7% | -63.9% | -51.8% |
| YTD | -29.2% | +19.6% | -48.8% | -36.4% |
| 1Y | +10.0% | +13.2% | -3.2% | +1.4% |
| 3Y | -12.9% | +77.0% | -89.9% | -37.5% |
| All | -62.1% | +121.6% | -183.7% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling