-3.8%
BAH vs PFGC
+110.5%
-114.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.6% |
| 7D | -4.3% | -2.4% | -1.9% | -4.0% |
| 30D | -4.5% | -15.8% | +11.3% | -1.9% |
| 3M | -7.6% | -0.6% | -7.0% | -7.6% |
| 6M | -10.6% | +10.7% | -21.3% | -12.4% |
| YTD | -12.6% | +7.6% | -20.2% | -14.2% |
| 1Y | -27.0% | -7.8% | -19.2% | -26.3% |
| 3Y | -31.5% | +63.7% | -95.2% | -38.2% |
| 5Y | -3.8% | +112.3% | -116.1% | -20.0% |
| All | -3.8% | +110.5% | -114.3% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling