+66.2%
PFGC vs ACM
-19.2%
+85.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -2.2% | -3.7% | +1.5% | -1.4% |
| 30D | -11.9% | -11.1% | -0.8% | -9.7% |
| 3M | +5.0% | -8.0% | +13.0% | +6.6% |
| 6M | +8.6% | -29.7% | +38.3% | +18.0% |
| YTD | +9.7% | -29.4% | +39.1% | +17.5% |
| 1Y | -6.3% | -46.4% | +40.1% | +10.8% |
| All | +66.2% | -19.2% | +85.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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