+397.7%
BAC vs PFGC
+287.3%
+110.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +0.6% | -3.7% | +4.3% | +1.8% |
| 30D | -1.4% | -16.0% | +14.6% | +3.8% |
| 3M | +15.7% | -4.1% | +19.9% | +16.9% |
| 6M | +32.2% | +8.7% | +23.5% | +28.0% |
| YTD | +15.8% | +6.4% | +9.4% | +12.1% |
| 1Y | +27.3% | -8.4% | +35.6% | +28.9% |
| 3Y | +137.5% | +61.8% | +75.7% | +100.9% |
| 5Y | +73.1% | +108.7% | -35.7% | +32.6% |
| 10Y | +397.7% | +298.1% | +99.6% | +237.5% |
| All | +397.7% | +287.3% | +110.4% | +237.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling