-10.7%
BA vs PFGC
+15.1%
-25.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.4% | +1.5% | -2.9% | -1.6% |
| 30D | -7.9% | +17.4% | -25.3% | -10.6% |
| 3M | -25.2% | -2.4% | -22.8% | -24.7% |
| 6M | -26.7% | +18.2% | -44.9% | -29.3% |
| YTD | -19.6% | +23.7% | -43.3% | -23.8% |
| All | -10.7% | +15.1% | -25.9% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling