+137.8%
PFGC vs ABCL
-81.0%
+218.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -0.9% |
| 7D | +0.3% | +4.4% | -4.1% | -0.1% |
| 30D | +16.1% | -7.9% | +24.0% | +16.5% |
| 3M | +2.4% | +12.2% | -9.8% | +0.5% |
| 6M | +15.7% | +134.7% | -119.0% | +4.6% |
| YTD | +22.3% | +239.8% | -217.5% | +5.7% |
| 1Y | +13.9% | +192.7% | -178.8% | -0.3% |
| 3Y | +80.3% | +187.6% | -107.3% | +50.1% |
| 5Y | +136.1% | -22.6% | +158.8% | +112.9% |
| All | +137.8% | -81.0% | +218.8% | +137.1% |
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