+38.3%
BAX vs PFGC
+15.6%
+22.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +0.1% | +3.4% | -3.3% | -0.4% |
| 30D | +4.1% | +16.9% | -12.9% | +1.7% |
| 3M | -4.5% | +6.4% | -11.0% | -5.5% |
| 6M | +49.2% | +16.0% | +33.2% | +48.4% |
| YTD | +35.2% | +23.6% | +11.6% | +30.1% |
| 1Y | +38.3% | +16.6% | +21.7% | +37.4% |
| All | +38.3% | +15.6% | +22.7% | +37.4% |
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 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