+286.7%
PFGC vs ALLY
+178.4%
+108.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | 0.0% |
| 7D | -2.4% | +1.0% | -3.5% | -3.1% |
| 30D | -15.8% | -3.3% | -12.5% | -14.2% |
| 3M | -0.6% | +0.5% | -1.1% | -1.4% |
| 6M | +10.7% | +12.6% | -1.9% | +2.1% |
| YTD | +7.6% | -4.7% | +12.3% | +8.5% |
| 1Y | -7.8% | +5.2% | -13.1% | -13.3% |
| 3Y | +63.7% | +66.5% | -2.8% | +6.5% |
| 5Y | +112.3% | +0.2% | +112.0% | +80.9% |
| 10Y | +286.7% | +180.8% | +105.9% | +72.7% |
| All | +286.7% | +178.4% | +108.3% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling