+370.6%
PFGC vs ALLY
+201.0%
+169.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.0% | +3.4% |
| 7D | +10.8% | -0.2% | +11.0% | +11.2% |
| 30D | +17.8% | +3.4% | +14.4% | +15.6% |
| 3M | -2.7% | -11.1% | +8.3% | +3.9% |
| 6M | +20.0% | -11.5% | +31.5% | +27.6% |
| YTD | +24.3% | -12.3% | +36.6% | +31.4% |
| 1Y | +13.2% | +1.1% | +12.1% | +9.4% |
| 3Y | +85.9% | +64.8% | +21.1% | +21.3% |
| 5Y | +141.0% | -6.9% | +147.9% | +115.3% |
| 10Y | +370.6% | +194.9% | +175.7% | +118.1% |
| All | +370.6% | +201.0% | +169.6% | +118.1% |
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