+288.6%
AZO vs PFGC
+292.9%
-4.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -3.6% | -4.8% | +1.2% | -2.7% |
| 30D | -5.6% | -12.5% | +7.0% | -3.3% |
| 3M | -6.6% | -9.7% | +3.1% | -5.0% |
| 6M | -22.5% | +7.0% | -29.5% | -23.6% |
| YTD | -15.2% | +4.5% | -19.6% | -16.2% |
| 1Y | -33.9% | -11.6% | -22.4% | -32.8% |
| 3Y | +11.8% | +58.5% | -46.7% | +1.7% |
| 5Y | +85.5% | +112.6% | -27.1% | +57.8% |
| All | +288.6% | +292.9% | -4.3% | +187.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling