+419.1%
PFGC vs ACM
+157.4%
+261.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | -2.2% | -3.7% | +1.5% | 0.0% |
| 30D | -11.9% | -11.1% | -0.8% | -6.6% |
| 3M | +5.0% | -8.0% | +13.0% | +8.4% |
| 6M | +8.6% | -29.7% | +38.3% | +30.4% |
| YTD | +9.7% | -29.4% | +39.1% | +28.7% |
| 1Y | -6.3% | -46.4% | +40.1% | +29.3% |
| 3Y | +58.2% | -22.3% | +80.6% | +66.0% |
| 5Y | +110.4% | +4.5% | +106.0% | +76.9% |
| 10Y | +272.8% | +127.6% | +145.1% | +107.4% |
| All | +419.1% | +157.4% | +261.7% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling