+150.5%
ALB vs PFGC
+484.2%
-333.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.1% |
| 7D | +5.3% | +15.0% | -9.8% | +1.4% |
| 30D | -6.3% | +17.0% | -23.3% | -10.1% |
| 3M | -27.4% | -2.5% | -25.0% | -27.2% |
| 6M | -53.1% | +19.2% | -72.3% | -55.4% |
| YTD | -32.3% | +23.4% | -55.8% | -36.9% |
| 1Y | -7.3% | +13.9% | -21.2% | -11.8% |
| 3Y | -14.9% | +82.0% | -96.9% | -28.8% |
| 5Y | -62.0% | +128.7% | -190.7% | -70.2% |
| 10Y | +33.0% | +361.5% | -328.5% | -5.1% |
| All | +150.5% | +484.2% | -333.7% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling