+41.3%
PFGC vs ADVB
-97.1%
+138.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.0% | -9.8% | +0.3% |
| 7D | +1.5% | +10.5% | -9.0% | +1.7% |
| 30D | +17.4% | -56.0% | +73.4% | +16.4% |
| 3M | -2.4% | -70.1% | +67.7% | -3.6% |
| 6M | +18.2% | -53.7% | +71.9% | +18.0% |
| YTD | +23.7% | -60.3% | +84.0% | +23.8% |
| 1Y | +15.0% | -73.1% | +88.1% | +16.0% |
| All | +41.3% | -97.1% | +138.4% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling