+232.1%
ALB vs PFGC
+419.1%
-187.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 3M | -23.6% | +5.0% | -28.6% | -24.8% |
| 6M | -24.6% | +8.6% | -33.2% | -26.7% |
| YTD | -10.3% | +9.7% | -20.0% | -13.5% |
| 1Y | +61.5% | -6.3% | +67.8% | +61.9% |
| 3Y | -34.0% | +58.2% | -92.2% | -42.6% |
| 5Y | -44.6% | +110.4% | -155.0% | -55.6% |
| 10Y | +76.1% | +272.8% | -196.7% | +33.4% |
| All | +232.1% | +419.1% | -187.0% | +132.8% |
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