+85.2%
AZO vs PFGC
+110.3%
-25.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -3.6% | -4.8% | +1.2% | -2.5% |
| 30D | -5.6% | -12.5% | +7.0% | -2.8% |
| 3M | -6.6% | -9.7% | +3.1% | -4.6% |
| 6M | -22.5% | +7.0% | -29.5% | -23.8% |
| YTD | -15.2% | +4.5% | -19.6% | -16.4% |
| 1Y | -33.9% | -11.6% | -22.4% | -32.6% |
| 3Y | +11.8% | +58.5% | -46.7% | -0.7% |
| All | +85.2% | +110.3% | -25.1% | +52.5% |
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