+112.7%
PFGC vs ALK
-25.3%
+138.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.0% |
| 7D | -2.2% | -0.7% | -1.5% | -2.0% |
| 30D | -11.9% | -19.2% | +7.3% | -5.7% |
| 3M | +5.0% | -1.5% | +6.5% | +3.9% |
| 6M | +8.6% | -13.1% | +21.7% | +10.9% |
| YTD | +9.7% | -16.4% | +26.1% | +12.5% |
| 1Y | -6.3% | -33.1% | +26.8% | +3.8% |
| 3Y | +58.2% | +0.6% | +57.6% | +36.5% |
| All | +112.7% | -25.3% | +138.0% | +112.0% |
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 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