+128.0%
PFGC vs ALHC
-64.2%
+192.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.7% |
| 7D | +8.5% | +1.0% | +7.6% | +8.4% |
| 30D | +15.0% | -14.2% | +29.1% | +16.4% |
| 3M | -6.2% | -45.1% | +39.0% | -1.2% |
| 6M | +15.7% | -59.5% | +75.3% | +24.3% |
| YTD | +19.6% | -62.8% | +82.4% | +28.8% |
| 1Y | +13.2% | -55.5% | +68.7% | +19.5% |
| 3Y | +77.0% | +25.7% | +51.3% | +57.9% |
| All | +128.0% | -64.2% | +192.2% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling