+77.0%
PFGC vs ALK
+16.0%
+61.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +8.5% | +9.0% | -0.5% | +6.5% |
| 30D | +15.0% | -1.6% | +16.6% | +15.3% |
| 3M | -6.2% | -23.2% | +17.0% | -1.1% |
| 6M | +15.7% | -3.9% | +19.6% | +15.0% |
| YTD | +19.6% | -22.6% | +42.1% | +23.2% |
| 1Y | +13.2% | -5.3% | +18.5% | +11.1% |
| 3Y | +77.0% | +18.6% | +58.4% | +68.2% |
| All | +77.0% | +16.0% | +61.0% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 3y: compounded portfolio wealth divided by compounded ALK 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…
3y analysis · Full analysis span regression · 6 months rolling