+478.7%
PFGC vs ALK
-46.4%
+525.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | +1.0% |
| 7D | +0.3% | +0.9% | -0.6% | -0.3% |
| 30D | +16.1% | +3.3% | +12.9% | +14.2% |
| 3M | +2.4% | -17.6% | +19.9% | +10.8% |
| 6M | +15.7% | +0.8% | +14.9% | +11.5% |
| YTD | +22.3% | -22.4% | +44.7% | +29.7% |
| 1Y | +13.9% | -10.1% | +23.9% | +11.7% |
| 3Y | +80.3% | +14.0% | +66.3% | +38.5% |
| 5Y | +136.1% | -29.8% | +165.9% | +130.3% |
| 10Y | +347.9% | -44.8% | +392.7% | +291.7% |
| All | +478.7% | -46.4% | +525.2% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling