+128.0%
PFGC vs ALK
-34.8%
+162.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +8.5% | +9.0% | -0.5% | +5.6% |
| 30D | +15.0% | -1.6% | +16.6% | +15.5% |
| 3M | -6.2% | -23.2% | +17.0% | +1.7% |
| 6M | +15.7% | -3.9% | +19.6% | +14.6% |
| YTD | +19.6% | -22.6% | +42.1% | +25.4% |
| 1Y | +13.2% | -5.3% | +18.5% | +9.7% |
| 3Y | +77.0% | +18.6% | +58.4% | +36.7% |
| All | +128.0% | -34.8% | +162.7% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling