+128.0%
PFGC vs ALC
-11.2%
+139.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | +8.5% | +4.9% | +3.6% | +7.1% |
| 30D | +15.0% | +19.0% | -4.0% | +9.0% |
| 3M | -6.2% | +7.8% | -13.9% | -8.3% |
| 6M | +15.7% | +14.6% | +1.2% | +10.5% |
| YTD | +19.6% | -4.4% | +24.0% | +20.2% |
| 1Y | +13.2% | +1.4% | +11.8% | +11.1% |
| 3Y | +77.0% | +2.5% | +74.4% | +65.6% |
| All | +128.0% | -11.2% | +139.2% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling