+50.4%
ALLE vs PFGC
+121.6%
-71.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | -0.6% | +8.5% | -9.1% | -3.4% |
| 30D | +25.3% | +15.0% | +10.3% | +19.5% |
| 3M | +10.3% | -6.2% | +16.5% | +12.1% |
| 6M | +38.0% | +15.7% | +22.3% | +31.0% |
| YTD | +17.8% | +19.6% | -1.8% | +9.7% |
| 1Y | +13.6% | +13.2% | +0.4% | +7.7% |
| 3Y | +89.2% | +77.0% | +12.2% | +51.7% |
| All | +50.4% | +121.6% | -71.2% | +8.8% |
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 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