-66.9%
BAX vs PFGC
+110.5%
-177.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.3% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | -9.7% | -15.8% | +6.0% | -6.3% |
| 3M | +29.3% | -0.6% | +29.9% | +29.6% |
| 6M | +40.7% | +10.7% | +30.0% | +37.7% |
| YTD | +30.3% | +7.6% | +22.6% | +27.2% |
| 1Y | +3.4% | -7.8% | +11.2% | +4.7% |
| 3Y | -32.0% | +63.7% | -95.7% | -39.4% |
| 5Y | -66.9% | +112.3% | -179.1% | -72.1% |
| All | -66.9% | +110.5% | -177.4% | -72.1% |
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