+173.7%
PFGC vs ALC
+31.8%
+141.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -0.8% |
| 7D | +8.5% | +4.9% | +3.6% | +6.1% |
| 30D | +15.0% | +19.0% | -4.0% | +4.9% |
| 3M | -6.2% | +7.8% | -13.9% | -9.9% |
| 6M | +15.7% | +14.6% | +1.2% | +6.7% |
| YTD | +19.6% | -4.4% | +24.0% | +20.0% |
| 1Y | +13.2% | +1.4% | +11.8% | +9.2% |
| 3Y | +77.0% | +2.5% | +74.4% | +57.8% |
| 5Y | +121.5% | -10.9% | +132.4% | +114.0% |
| All | +173.7% | +31.8% | +141.9% | +77.0% |
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