+22.1%
ALNY vs PFGC
+58.8%
-36.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -6.5% | -4.8% | -1.8% | -5.6% |
| 30D | +11.0% | -12.5% | +23.6% | +14.0% |
| 3M | -14.1% | -9.7% | -4.3% | -12.2% |
| 6M | -22.4% | +7.0% | -29.4% | -23.6% |
| YTD | -37.5% | +4.5% | -41.9% | -38.4% |
| 1Y | -46.9% | -11.6% | -35.3% | -45.3% |
| 3Y | +22.1% | +58.5% | -36.4% | +4.3% |
| All | +22.1% | +58.8% | -36.8% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling