+73.9%
BA vs PFGC
+283.5%
-209.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | +1.2% | -2.2% | +3.4% | +2.2% |
| 30D | -11.6% | -11.9% | +0.3% | -6.7% |
| 3M | -2.4% | +5.0% | -7.4% | -5.0% |
| 6M | -6.6% | +8.6% | -15.2% | -10.7% |
| YTD | -2.2% | +9.7% | -11.9% | -7.7% |
| 1Y | -8.0% | -6.3% | -1.7% | -7.1% |
| 3Y | -5.0% | +58.2% | -63.2% | -25.6% |
| 5Y | -2.7% | +110.4% | -113.1% | -34.3% |
| All | +73.9% | +283.5% | -209.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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