+77.0%
PFGC vs ABCL
+156.0%
-79.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.7% | -8.7% | -2.3% |
| 7D | +8.5% | -3.2% | +11.7% | +8.6% |
| 30D | +15.0% | -7.4% | +22.4% | +15.2% |
| 3M | -6.2% | +81.9% | -88.1% | -9.9% |
| 6M | +15.7% | +135.7% | -120.0% | +8.4% |
| YTD | +19.6% | +247.4% | -227.8% | +8.4% |
| 1Y | +13.2% | +162.3% | -149.1% | +4.3% |
| 3Y | +77.0% | +165.5% | -88.5% | +57.0% |
| All | +77.0% | +156.0% | -79.1% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling