-22.1%
BA vs PFGC
+121.6%
-143.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.4% |
| 7D | +1.1% | +8.5% | -7.5% | -3.1% |
| 30D | -7.9% | +15.0% | -22.9% | -14.3% |
| 3M | -25.3% | -6.2% | -19.1% | -23.6% |
| 6M | -24.6% | +15.7% | -40.3% | -30.7% |
| YTD | -20.1% | +19.6% | -39.7% | -28.8% |
| 1Y | -11.8% | +13.2% | -24.9% | -19.3% |
| 3Y | -10.1% | +77.0% | -87.1% | -37.2% |
| All | -22.1% | +121.6% | -143.7% | -55.0% |
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 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