-27.9%
BAH vs PFGC
-8.5%
-19.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -1.3% | -3.7% | +2.4% | -1.1% |
| 30D | -6.6% | -16.0% | +9.3% | -5.4% |
| 3M | -7.2% | -4.1% | -3.0% | -6.5% |
| 6M | -10.0% | +8.7% | -18.7% | -10.0% |
| YTD | -12.5% | +6.4% | -18.8% | -14.4% |
| 1Y | -27.9% | -8.4% | -19.5% | -25.7% |
| All | -27.9% | -8.5% | -19.4% | -25.7% |
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