+93.7%
PFGC vs ALHC
-59.6%
+153.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +1.5% | -5.5% | +7.0% | +2.0% |
| 30D | +17.4% | -4.9% | +22.4% | +17.8% |
| 3M | -2.4% | -41.7% | +39.3% | +1.9% |
| 6M | +18.2% | -55.2% | +73.4% | +25.2% |
| YTD | +23.7% | -61.1% | +84.7% | +32.1% |
| 1Y | +15.0% | -53.3% | +68.3% | +20.5% |
| 3Y | +82.3% | +28.2% | +54.2% | +64.9% |
| 5Y | +131.9% | -65.8% | +197.7% | +121.7% |
| All | +93.7% | -59.6% | +153.3% | +76.9% |
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