+240.3%
BAH vs PFGC
+419.1%
-178.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | -7.6% | +5.0% | -12.6% | -8.2% |
| 6M | -5.7% | +8.6% | -14.3% | -6.8% |
| YTD | -11.7% | +9.7% | -21.4% | -13.0% |
| 1Y | -27.4% | -6.3% | -21.1% | -27.1% |
| 3Y | -32.5% | +58.2% | -90.8% | -36.5% |
| 5Y | -3.3% | +110.4% | -113.8% | -12.7% |
| 10Y | +186.0% | +272.8% | -86.8% | +148.4% |
| All | +240.3% | +419.1% | -178.9% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling