+207.9%
ALLE vs PFGC
+362.5%
-154.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +0.1% | +15.0% | -14.9% | -3.1% |
| 30D | +25.9% | +17.0% | +8.9% | +21.4% |
| 3M | +14.9% | -2.5% | +17.3% | +15.2% |
| 6M | +42.1% | +19.2% | +22.9% | +36.3% |
| YTD | +20.4% | +23.4% | -3.1% | +14.1% |
| 1Y | +14.9% | +13.9% | +1.0% | +10.7% |
| 3Y | +90.1% | +82.0% | +8.1% | +64.4% |
| 5Y | +53.0% | +128.7% | -75.7% | +24.5% |
| All | +207.9% | +362.5% | -154.6% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling