-46.0%
BBWI vs PFGC
+363.4%
-409.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -7.7% | +1.5% | -9.2% | -8.4% |
| 30D | +24.8% | +17.4% | +7.3% | +15.7% |
| 3M | +16.2% | -2.4% | +18.6% | +17.1% |
| 6M | +15.8% | +18.2% | -2.4% | +6.9% |
| YTD | +11.4% | +23.7% | -12.2% | +0.1% |
| 1Y | +3.2% | +15.0% | -11.8% | -4.5% |
| 3Y | -23.5% | +82.3% | -105.8% | -42.4% |
| 5Y | -67.4% | +131.9% | -199.3% | -78.2% |
| 10Y | -46.0% | +353.0% | -399.0% | -72.6% |
| All | -46.0% | +363.4% | -409.4% | -72.6% |
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