+77.0%
PFGC vs ACM
-12.3%
+89.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +8.5% | +5.4% | +3.2% | +7.4% |
| 30D | +15.0% | +15.1% | -0.1% | +11.7% |
| 3M | -6.2% | -10.5% | +4.3% | -4.1% |
| 6M | +15.7% | -19.7% | +35.4% | +21.1% |
| YTD | +19.6% | -28.8% | +48.4% | +27.3% |
| 1Y | +13.2% | -47.9% | +61.1% | +35.7% |
| 3Y | +77.0% | -12.4% | +89.3% | +63.5% |
| All | +77.0% | -12.3% | +89.3% | +63.5% |
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