-63.9%
BAX vs PFGC
+121.6%
-185.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | +12.1% | +8.5% | +3.6% | +9.9% |
| 30D | +7.6% | +15.0% | -7.4% | +4.0% |
| 3M | -4.5% | -6.2% | +1.7% | -3.4% |
| 6M | +52.0% | +15.7% | +36.3% | +46.8% |
| YTD | +35.1% | +19.6% | +15.6% | +28.4% |
| 1Y | +43.7% | +13.2% | +30.5% | +38.4% |
| 3Y | -20.9% | +77.0% | -97.9% | -31.3% |
| All | -63.9% | +121.6% | -185.5% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling