+221.5%
ALLE vs PFGC
+360.0%
-138.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +1.9% |
| 7D | -0.6% | +10.8% | -11.5% | -3.0% |
| 30D | +26.6% | +17.8% | +8.8% | +21.9% |
| 3M | +13.2% | -2.7% | +15.9% | +13.5% |
| 6M | +42.9% | +20.0% | +22.8% | +36.8% |
| YTD | +21.0% | +24.3% | -3.3% | +14.5% |
| 1Y | +15.2% | +13.2% | +1.9% | +11.2% |
| 3Y | +95.6% | +85.9% | +9.7% | +68.4% |
| 5Y | +53.4% | +141.0% | -87.6% | +23.5% |
| 10Y | +221.5% | +370.6% | -149.1% | +131.7% |
| All | +221.5% | +360.0% | -138.5% | +131.7% |
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