+302.2%
AZO vs PFGC
+403.3%
-101.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -0.8% | -3.7% | +2.9% | -0.1% |
| 30D | -5.1% | -16.0% | +10.8% | -2.3% |
| 3M | -7.2% | -4.1% | -3.1% | -6.6% |
| 6M | -20.7% | +8.7% | -29.4% | -22.0% |
| YTD | -14.2% | +6.4% | -20.5% | -15.4% |
| 1Y | -32.2% | -8.4% | -23.8% | -31.5% |
| 3Y | +11.1% | +61.8% | -50.6% | +1.0% |
| 5Y | +87.6% | +108.7% | -21.1% | +60.5% |
| 10Y | +302.9% | +298.1% | +4.8% | +197.9% |
| All | +302.2% | +403.3% | -101.2% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling