+9.8%
BAX vs PFGC
-5.1%
+14.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | -5.5% | -11.9% | +6.5% | -3.4% |
| 3M | +33.5% | +5.0% | +28.5% | +34.4% |
| 6M | +35.9% | +8.6% | +27.3% | +34.1% |
| YTD | +35.4% | +9.7% | +25.7% | +31.8% |
| 1Y | +9.8% | -6.3% | +16.0% | +13.0% |
| All | +9.8% | -5.1% | +14.9% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling