+64.1%
PFGC vs ALK
+2.1%
+62.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.9% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -11.9% | -19.2% | +7.3% | -7.9% |
| 3M | +5.0% | -1.5% | +6.5% | +4.3% |
| 6M | +8.6% | -13.1% | +21.7% | +10.0% |
| YTD | +9.7% | -16.4% | +26.1% | +11.4% |
| 1Y | -6.3% | -33.1% | +26.8% | -0.2% |
| All | +64.1% | +2.1% | +62.0% | +63.0% |
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