+13.9%
PFGC vs ALC
-11.3%
+25.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | +0.3% | -6.2% | +6.4% | +1.5% |
| 30D | +16.1% | +14.0% | +2.1% | +15.7% |
| 3M | +2.4% | -2.4% | +4.8% | +2.5% |
| 6M | +15.7% | +12.6% | +3.1% | +16.0% |
| YTD | +22.3% | -8.4% | +30.7% | +23.5% |
| 1Y | +13.9% | -9.1% | +23.0% | +15.3% |
| All | +13.9% | -11.3% | +25.2% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling