+419.1%
PFGC vs ALLY
+189.0%
+230.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -2.2% | +3.7% | -5.9% | -4.2% |
| 30D | -11.9% | -2.3% | -9.7% | -10.9% |
| 3M | +5.0% | +3.8% | +1.2% | +2.3% |
| 6M | +8.6% | +9.7% | -1.1% | +2.0% |
| YTD | +9.7% | -1.4% | +11.1% | +8.5% |
| 1Y | -6.3% | +8.2% | -14.5% | -12.9% |
| 3Y | +58.2% | +66.5% | -8.3% | +5.5% |
| 5Y | +110.4% | +1.2% | +109.2% | +80.7% |
| 10Y | +272.8% | +191.4% | +81.3% | +61.3% |
| All | +419.1% | +189.0% | +230.1% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling