-35.6%
BAX vs PFGC
+366.4%
-402.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +3.6% | +15.0% | -11.4% | +2.2% |
| 30D | +8.5% | +17.0% | -8.5% | +6.7% |
| 3M | -4.9% | -2.5% | -2.4% | -4.8% |
| 6M | +47.0% | +19.2% | +27.8% | +44.3% |
| YTD | +38.4% | +23.4% | +15.0% | +35.0% |
| 1Y | +49.1% | +13.9% | +35.3% | +46.6% |
| 3Y | -14.9% | +82.0% | -96.9% | -19.9% |
| 5Y | -63.1% | +128.7% | -191.8% | -66.1% |
| 10Y | -35.6% | +361.5% | -397.1% | -37.9% |
| All | -35.6% | +366.4% | -402.0% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling