+13.4%
PFGC vs ADVB
-76.7%
+90.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -4.5% | +18.1% | +13.4% |
| 7D | +13.9% | -29.5% | +43.4% | +12.9% |
| 30D | +18.4% | -66.9% | +85.2% | +15.4% |
| 3M | -2.5% | -73.7% | +71.2% | -5.2% |
| 6M | +26.0% | -64.8% | +90.8% | +25.7% |
| YTD | +21.9% | -64.0% | +85.9% | +23.8% |
| 1Y | +13.4% | -77.0% | +90.3% | +11.8% |
| All | +13.4% | -76.7% | +90.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling