+132.5%
PFGC vs ABCL
-80.5%
+213.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.7% | -8.7% | -2.5% |
| 7D | +8.5% | -3.2% | +11.7% | +8.6% |
| 30D | +15.0% | -7.4% | +22.4% | +15.3% |
| 3M | -6.2% | +81.9% | -88.1% | -12.2% |
| 6M | +15.7% | +135.7% | -120.0% | +4.5% |
| YTD | +19.6% | +247.4% | -227.8% | +3.1% |
| 1Y | +13.2% | +162.3% | -149.1% | +0.1% |
| 3Y | +77.0% | +165.5% | -88.5% | +48.9% |
| 5Y | +121.5% | -21.3% | +142.7% | +99.4% |
| All | +132.5% | -80.5% | +213.0% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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