+33.9%
ALNY vs PFGC
+110.3%
-76.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -6.5% | -4.8% | -1.8% | -5.3% |
| 30D | +11.0% | -12.5% | +23.6% | +15.1% |
| 3M | -14.1% | -9.7% | -4.3% | -11.7% |
| 6M | -22.4% | +7.0% | -29.4% | -24.1% |
| YTD | -37.5% | +4.5% | -41.9% | -38.9% |
| 1Y | -46.9% | -11.6% | -35.3% | -45.6% |
| 3Y | +22.1% | +58.5% | -36.4% | +2.4% |
| All | +33.9% | +110.3% | -76.4% | +1.7% |
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 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