-26.6%
BAH vs PFGC
+77.4%
-104.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -4.2% |
| 7D | -3.5% | +8.5% | -12.1% | -4.6% |
| 30D | +24.3% | +15.0% | +9.3% | +22.1% |
| 3M | +16.3% | -6.2% | +22.5% | +17.2% |
| 6M | +13.6% | +15.7% | -2.2% | +11.5% |
| YTD | +3.5% | +19.6% | -16.1% | +0.5% |
| 1Y | +2.7% | +13.2% | -10.5% | +0.8% |
| 3Y | -26.6% | +77.0% | -103.5% | -31.6% |
| All | -26.6% | +77.4% | -104.0% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling