+14.6%
PFGC vs ALHC
-55.2%
+69.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +4.9% | +4.0% |
| 7D | +10.8% | +3.9% | +7.0% | +10.7% |
| 30D | +17.8% | -3.6% | +21.4% | +18.0% |
| 3M | -2.7% | -49.4% | +46.7% | +1.1% |
| 6M | +20.0% | -59.5% | +79.5% | +25.8% |
| YTD | +24.3% | -63.2% | +87.5% | +29.7% |
| All | +14.6% | -55.2% | +69.8% | +16.6% |
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