+36.6%
PFGC vs ADVB
-97.5%
+134.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -1.9% |
| 7D | +8.5% | -13.9% | +22.4% | +8.3% |
| 30D | +15.0% | -68.1% | +83.1% | +13.6% |
| 3M | -6.2% | -73.4% | +67.2% | -7.4% |
| 6M | +15.7% | -70.8% | +86.5% | +15.0% |
| YTD | +19.6% | -66.1% | +85.6% | +19.4% |
| 1Y | +13.2% | -77.5% | +90.7% | +13.9% |
| All | +36.6% | -97.5% | +134.1% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling