+140.1%
PFGC vs ABCL
-79.6%
+219.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +15.0% | +2.3% | +12.7% | +14.7% |
| 30D | +17.0% | -0.7% | +17.7% | +16.7% |
| 3M | -2.5% | +33.4% | -35.9% | -5.6% |
| 6M | +19.2% | +137.8% | -118.6% | +7.7% |
| YTD | +23.4% | +264.3% | -240.9% | +6.1% |
| 1Y | +13.9% | +209.2% | -195.3% | -0.7% |
| 3Y | +82.0% | +208.4% | -126.4% | +50.7% |
| 5Y | +128.7% | -11.9% | +140.6% | +104.8% |
| All | +140.1% | -79.6% | +219.6% | +138.0% |
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 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