+13.9%
PFGC vs ALHC
-54.5%
+68.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.9% |
| 7D | +0.3% | -0.8% | +1.0% | +0.3% |
| 30D | +16.1% | -9.6% | +25.8% | +16.7% |
| 3M | +2.4% | -44.5% | +46.9% | +5.9% |
| 6M | +15.7% | -59.2% | +74.9% | +21.3% |
| YTD | +22.3% | -62.0% | +84.3% | +27.4% |
| 1Y | +13.9% | -54.8% | +68.7% | +15.9% |
| All | +13.9% | -54.5% | +68.4% | +15.9% |
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 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