+251.7%
BAC vs PFGC
+360.0%
-108.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +1.1% |
| 7D | +2.0% | +10.8% | -8.9% | -1.4% |
| 30D | -6.9% | +17.8% | -24.7% | -11.7% |
| 3M | -19.6% | -2.7% | -16.8% | -19.3% |
| 6M | -0.5% | +20.0% | -20.5% | -6.6% |
| YTD | -6.6% | +24.3% | -30.9% | -14.1% |
| 1Y | -3.0% | +13.2% | -16.2% | -8.1% |
| 3Y | +97.3% | +85.9% | +11.4% | +59.4% |
| 5Y | +21.9% | +141.0% | -119.2% | -10.9% |
| 10Y | +251.7% | +370.6% | -118.9% | +131.2% |
| All | +251.7% | +360.0% | -108.3% | +131.2% |
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