+191.5%
BAH vs PFGC
+287.3%
-95.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -1.3% | -3.7% | +2.4% | -0.9% |
| 30D | -6.6% | -16.0% | +9.3% | -4.8% |
| 3M | -7.2% | -4.1% | -3.0% | -6.8% |
| 6M | -10.0% | +8.7% | -18.7% | -11.0% |
| YTD | -12.5% | +6.4% | -18.8% | -13.4% |
| 1Y | -27.9% | -8.4% | -19.5% | -27.5% |
| 3Y | -31.4% | +61.8% | -93.2% | -35.6% |
| 5Y | -3.2% | +108.7% | -111.9% | -12.6% |
| 10Y | +191.5% | +298.1% | -106.7% | +148.0% |
| All | +191.5% | +287.3% | -95.9% | +148.0% |
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 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