+26.5%
BAC vs PFGC
-5.1%
+31.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | +0.6% | -2.2% | +2.8% | +0.8% |
| 30D | -0.9% | -11.9% | +11.0% | 0.0% |
| 3M | +16.3% | +5.0% | +11.3% | +15.8% |
| 6M | +26.0% | +8.6% | +17.4% | +24.2% |
| YTD | +15.2% | +9.7% | +5.5% | +12.4% |
| 1Y | +26.5% | -6.3% | +32.8% | +30.5% |
| All | +26.5% | -5.1% | +31.6% | +30.5% |
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 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