+488.3%
PFGC vs ALM
+940.0%
-451.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.1% | -4.1% | +3.5% |
| 7D | +10.8% | +0.7% | +10.1% | +10.8% |
| 30D | +17.8% | -26.1% | +43.9% | +19.6% |
| 3M | -2.7% | -38.1% | +35.4% | -0.6% |
| 6M | +20.0% | -55.4% | +75.4% | +24.0% |
| YTD | +24.3% | -0.4% | +24.7% | +21.6% |
| 1Y | +13.2% | +25.4% | -12.1% | +9.0% |
| 3Y | +85.9% | +907.8% | -821.8% | +51.1% |
| 5Y | +141.0% | +440.2% | -299.1% | +99.0% |
| 10Y | +370.6% | +2,031.1% | -1,660.5% | +272.2% |
| All | +488.3% | +940.0% | -451.7% | +382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling