-46.2%
BBWI vs PFGC
+362.5%
-408.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -4.2% | +15.0% | -19.3% | -10.5% |
| 30D | +24.9% | +17.0% | +7.9% | +16.0% |
| 3M | +13.2% | -2.5% | +15.7% | +14.1% |
| 6M | +12.1% | +19.2% | -7.1% | +3.1% |
| YTD | +11.1% | +23.4% | -12.4% | -0.2% |
| 1Y | +0.7% | +13.9% | -13.1% | -6.4% |
| 3Y | -23.8% | +82.0% | -105.8% | -42.6% |
| 5Y | -66.9% | +128.7% | -195.6% | -77.7% |
| All | -46.2% | +362.5% | -408.7% | -72.7% |
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