+6.4%
BAH vs PFGC
+12.5%
-6.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.5% | -12.1% | +0.7% |
| 7D | +5.8% | +13.9% | -8.1% | +5.0% |
| 30D | +28.7% | +18.4% | +10.3% | +27.7% |
| 3M | +20.9% | -2.5% | +23.4% | +21.0% |
| 6M | +15.2% | +26.0% | -10.9% | +15.0% |
| YTD | +7.1% | +21.9% | -14.8% | +4.0% |
| 1Y | +6.4% | +13.4% | -7.0% | +7.0% |
| All | +6.4% | +12.5% | -6.1% | +7.0% |
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 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