+17.4%
ALLE vs PFGC
+111.4%
-94.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -0.2% | -2.2% | +2.0% | +0.5% |
| 30D | -6.8% | -11.9% | +5.1% | -3.1% |
| 3M | +21.0% | +5.0% | +16.0% | +19.0% |
| 6M | +1.1% | +8.6% | -7.5% | -1.9% |
| YTD | -0.5% | +9.7% | -10.2% | -4.3% |
| 1Y | -7.3% | -6.3% | -1.0% | -6.3% |
| 3Y | +42.3% | +58.2% | -16.0% | +19.5% |
| All | +17.4% | +111.4% | -94.0% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling