+184.6%
PFGC vs ALC
+32.2%
+152.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | +10.8% | +2.1% | +8.8% | +9.9% |
| 30D | +17.8% | +17.2% | +0.6% | +8.4% |
| 3M | -2.7% | +4.6% | -7.4% | -5.1% |
| 6M | +20.0% | +20.1% | -0.1% | +7.8% |
| YTD | +24.3% | -4.2% | +28.5% | +24.5% |
| 1Y | +13.2% | +2.1% | +11.1% | +8.8% |
| 3Y | +85.9% | +4.5% | +81.4% | +63.6% |
| 5Y | +141.0% | -12.3% | +153.4% | +136.7% |
| All | +184.6% | +32.2% | +152.4% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling