+68.6%
PFGC vs ALHC
-29.3%
+97.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -2.4% | -1.0% | -1.5% | -2.3% |
| 30D | -15.8% | -6.3% | -9.4% | -15.3% |
| 3M | -0.6% | -12.3% | +11.7% | -0.3% |
| 6M | +10.7% | -27.0% | +37.7% | +12.4% |
| YTD | +7.6% | -31.8% | +39.5% | +9.9% |
| 1Y | -7.8% | -17.0% | +9.2% | -7.9% |
| 3Y | +63.7% | +159.8% | -96.1% | +38.3% |
| 5Y | +112.3% | -25.1% | +137.4% | +92.5% |
| All | +68.6% | -29.3% | +97.9% | +47.1% |
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