-20.4%
BA vs PFGC
+129.7%
-150.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.4% | +1.5% | -2.9% | -2.1% |
| 30D | -7.9% | +17.4% | -25.3% | -15.2% |
| 3M | -25.2% | -2.4% | -22.8% | -24.9% |
| 6M | -26.7% | +18.2% | -44.9% | -33.4% |
| YTD | -19.6% | +23.7% | -43.3% | -29.5% |
| 1Y | -10.6% | +15.0% | -25.5% | -18.7% |
| 3Y | -11.2% | +82.3% | -93.6% | -39.1% |
| 5Y | -20.4% | +131.9% | -152.4% | -54.5% |
| All | -20.4% | +129.7% | -150.2% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling