+113.3%
PFGC vs ABCL
-81.3%
+194.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | -11.9% | +93.1% | -105.0% | -17.6% |
| 3M | +5.0% | +79.4% | -74.4% | -1.7% |
| 6M | +8.6% | +214.9% | -206.3% | -4.3% |
| YTD | +9.7% | +234.2% | -224.5% | -4.5% |
| 1Y | -6.3% | +174.8% | -181.0% | -17.7% |
| 3Y | +58.2% | +104.5% | -46.3% | +37.5% |
| 5Y | +110.4% | -39.0% | +149.4% | +91.7% |
| All | +113.3% | -81.3% | +194.6% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling