+81.8%
BA vs PFGC
+419.1%
-337.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | +1.2% | -2.2% | +3.4% | +2.1% |
| 30D | -11.6% | -11.9% | +0.3% | -6.8% |
| 3M | -2.4% | +5.0% | -7.4% | -4.9% |
| 6M | -6.6% | +8.6% | -15.2% | -10.6% |
| YTD | -2.2% | +9.7% | -11.9% | -7.5% |
| 1Y | -8.0% | -6.3% | -1.7% | -7.1% |
| 3Y | -5.0% | +58.2% | -63.2% | -25.0% |
| 5Y | -2.7% | +110.4% | -113.1% | -33.5% |
| 10Y | +75.9% | +272.8% | -196.9% | +4.1% |
| All | +81.8% | +419.1% | -337.3% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling