-62.0%
ALNY vs PFGC
+12.5%
-74.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +13.5% | -12.8% | +0.6% |
| 7D | -30.7% | +13.9% | -44.5% | -30.8% |
| 30D | -26.7% | +18.4% | -45.1% | -27.0% |
| 3M | -26.4% | -2.5% | -23.9% | -26.4% |
| 6M | -45.9% | +26.0% | -72.0% | -45.3% |
| YTD | -59.5% | +21.9% | -81.3% | -57.7% |
| 1Y | -62.0% | +13.4% | -75.3% | -61.2% |
| All | -62.0% | +12.5% | -74.4% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling