+303.0%
PFGC vs ALM
+3,219.4%
-2,916.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.7% | -2.4% |
| 7D | -2.4% | +8.4% | -10.9% | -3.0% |
| 30D | -15.8% | +34.8% | -50.6% | -17.6% |
| 3M | -0.6% | +16.2% | -16.8% | -2.3% |
| 6M | +10.7% | +2.1% | +8.5% | +8.8% |
| YTD | +7.6% | +117.0% | -109.4% | -0.3% |
| 1Y | -7.8% | +313.9% | -321.7% | -19.2% |
| 3Y | +63.7% | +2,327.9% | -2,264.2% | +17.6% |
| 5Y | +112.3% | +1,040.6% | -928.4% | +58.8% |
| All | +303.0% | +3,219.4% | -2,916.5% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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