+161.9%
ALB vs PFGC
+465.8%
-303.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.4% |
| 7D | +9.1% | +8.5% | +0.5% | +6.7% |
| 30D | -3.4% | +15.0% | -18.4% | -7.0% |
| 3M | -20.6% | -6.2% | -14.4% | -19.6% |
| 6M | -48.2% | +15.7% | -63.9% | -50.4% |
| YTD | -29.2% | +19.6% | -48.8% | -33.5% |
| 1Y | +10.0% | +13.2% | -3.2% | +4.8% |
| 3Y | -12.9% | +77.0% | -89.9% | -26.6% |
| 5Y | -61.3% | +121.5% | -182.8% | -69.4% |
| 10Y | +35.8% | +354.5% | -318.7% | -2.8% |
| All | +161.9% | +465.8% | -303.9% | +79.1% |
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