+82.3%
PFGC vs ABCL
+197.3%
-114.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.4% |
| 7D | +1.5% | -2.7% | +4.2% | +1.6% |
| 30D | +17.4% | -5.4% | +22.8% | +17.5% |
| 3M | -2.4% | +22.4% | -24.9% | -3.9% |
| 6M | +18.2% | +127.6% | -109.4% | +11.1% |
| YTD | +23.7% | +249.4% | -225.7% | +12.2% |
| 1Y | +15.0% | +198.0% | -183.0% | +5.2% |
| All | +82.3% | +197.3% | -114.9% | +62.9% |
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