+146.5%
PFGC vs ALC
+21.6%
+124.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.8% |
| 7D | -2.4% | -3.7% | +1.2% | -0.5% |
| 30D | -15.8% | -3.7% | -12.0% | -14.0% |
| 3M | -0.6% | +4.6% | -5.1% | -3.5% |
| 6M | +10.7% | -14.6% | +25.3% | +18.8% |
| YTD | +7.6% | -11.9% | +19.5% | +12.8% |
| 1Y | -7.8% | -13.1% | +5.3% | -3.2% |
| 3Y | +63.7% | -15.0% | +78.7% | +64.9% |
| 5Y | +112.3% | -16.2% | +128.5% | +109.1% |
| All | +146.5% | +21.6% | +124.9% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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