-58.9%
BBWI vs PFGC
+294.6%
-353.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -0.9% |
| 7D | -8.0% | -4.8% | -3.2% | -5.9% |
| 30D | -6.6% | -17.2% | +10.6% | +1.7% |
| 3M | -2.7% | -6.3% | +3.6% | +0.2% |
| 6M | -12.8% | +8.8% | -21.6% | -16.2% |
| YTD | -10.5% | +4.9% | -15.4% | -13.1% |
| 1Y | -35.3% | -9.5% | -25.8% | -33.1% |
| 3Y | -47.7% | +59.6% | -107.3% | -58.1% |
| 5Y | -68.9% | +113.5% | -182.4% | -78.3% |
| All | -58.9% | +294.6% | -353.5% | -77.8% |
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