+94.7%
PFGC vs ALHC
-61.8%
+156.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +4.9% | +4.1% |
| 7D | +10.8% | +3.9% | +7.0% | +10.5% |
| 30D | +17.8% | -3.6% | +21.4% | +18.1% |
| 3M | -2.7% | -49.4% | +46.7% | +2.9% |
| 6M | +20.0% | -59.5% | +79.5% | +28.3% |
| YTD | +24.3% | -63.2% | +87.5% | +33.5% |
| 1Y | +13.2% | -55.5% | +68.7% | +19.2% |
| 3Y | +85.9% | +23.0% | +62.9% | +68.7% |
| 5Y | +141.0% | -65.7% | +206.8% | +131.1% |
| All | +94.7% | -61.8% | +156.5% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling