-31.3%
BAH vs PFGC
+65.1%
-96.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -3.2% | -2.2% | -1.0% | -3.0% |
| 30D | +2.0% | -11.9% | +13.9% | +3.6% |
| 3M | -7.6% | +5.0% | -12.6% | -8.1% |
| 6M | -5.7% | +8.6% | -14.3% | -6.7% |
| YTD | -11.7% | +9.7% | -21.4% | -13.3% |
| 1Y | -27.4% | -6.3% | -21.1% | -26.7% |
| All | -31.3% | +65.1% | -96.4% | -36.1% |
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