+13.4%
PFGC vs ALHC
-51.4%
+64.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +10.1% | +3.4% | +12.8% |
| 7D | +13.9% | -0.5% | +14.3% | +13.7% |
| 30D | +18.4% | -4.2% | +22.6% | +18.3% |
| 3M | -2.5% | -39.8% | +37.3% | +0.2% |
| 6M | +26.0% | -57.7% | +83.8% | +31.7% |
| YTD | +21.9% | -58.8% | +80.6% | +26.5% |
| 1Y | +13.4% | -52.4% | +65.7% | +15.7% |
| All | +13.4% | -51.4% | +64.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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