+13.9%
PFGC vs ALM
+12.3%
+1.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.5% |
| 7D | +15.0% | -6.3% | +21.3% | +15.1% |
| 30D | +17.0% | -31.4% | +48.4% | +17.7% |
| 3M | -2.5% | -40.6% | +38.1% | -1.5% |
| 6M | +19.2% | -58.6% | +77.8% | +20.8% |
| YTD | +23.4% | -7.6% | +31.0% | +27.0% |
| 1Y | +13.9% | +13.8% | 0.0% | +17.3% |
| All | +13.9% | +12.3% | +1.6% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling