-7.2%
BAX vs PFGC
+419.1%
-426.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.1% | -2.2% | +1.1% | -0.9% |
| 30D | -5.5% | -11.9% | +6.5% | -4.2% |
| 3M | +33.5% | +5.0% | +28.5% | +32.9% |
| 6M | +35.9% | +8.6% | +27.3% | +34.7% |
| YTD | +35.4% | +9.7% | +25.7% | +33.6% |
| 1Y | +9.8% | -6.3% | +16.0% | +10.1% |
| 3Y | -32.7% | +58.2% | -90.9% | -36.0% |
| 5Y | -65.6% | +110.4% | -176.0% | -68.3% |
| 10Y | -34.9% | +272.8% | -307.7% | -40.3% |
| All | -7.2% | +419.1% | -426.3% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling