+308.6%
BAH vs PFGC
+484.2%
-175.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +0.5% | +15.0% | -14.6% | -1.2% |
| 30D | +18.2% | +17.0% | +1.2% | +16.1% |
| 3M | +13.1% | -2.5% | +15.5% | +13.2% |
| 6M | +15.2% | +19.2% | -4.0% | +12.7% |
| YTD | +6.0% | +23.4% | -17.4% | +3.0% |
| 1Y | +3.1% | +13.9% | -10.8% | +1.1% |
| 3Y | -26.2% | +82.0% | -108.2% | -31.7% |
| 5Y | +9.3% | +128.7% | -119.4% | -2.3% |
| 10Y | +212.3% | +361.5% | -149.2% | +165.5% |
| All | +308.6% | +484.2% | -175.6% | +244.9% |
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