+136.1%
PFGC vs ALK
-31.3%
+167.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | +0.5% |
| 7D | +0.3% | +0.9% | -0.6% | -0.1% |
| 30D | +16.1% | +3.3% | +12.9% | +14.8% |
| 3M | +2.4% | -17.6% | +19.9% | +8.5% |
| 6M | +15.7% | +0.8% | +14.9% | +12.7% |
| YTD | +22.3% | -22.4% | +44.7% | +28.1% |
| 1Y | +13.9% | -10.1% | +23.9% | +12.4% |
| 3Y | +80.3% | +14.0% | +66.3% | +42.4% |
| 5Y | +136.1% | -29.8% | +165.9% | +145.5% |
| All | +136.1% | -31.3% | +167.4% | +145.5% |
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