-8.4%
PFGC vs ALM
+312.4%
-320.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.1% |
| 7D | -3.7% | +3.6% | -7.3% | -3.8% |
| 30D | -16.0% | +33.8% | -49.8% | -16.6% |
| 3M | -4.1% | +14.8% | -18.9% | -4.6% |
| 6M | +8.7% | -7.0% | +15.7% | +8.2% |
| YTD | +6.4% | +108.1% | -101.7% | +3.1% |
| 1Y | -8.4% | +313.8% | -322.1% | -10.1% |
| All | -8.4% | +312.4% | -320.7% | -10.1% |
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