-66.9%
BBWI vs PFGC
+122.2%
-189.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -4.2% | +15.0% | -19.3% | -12.6% |
| 30D | +24.9% | +17.0% | +7.9% | +12.9% |
| 3M | +13.2% | -2.5% | +15.7% | +14.3% |
| 6M | +12.1% | +19.2% | -7.1% | -0.2% |
| YTD | +11.1% | +23.4% | -12.4% | -4.5% |
| 1Y | +0.7% | +13.9% | -13.1% | -9.2% |
| 3Y | -23.8% | +82.0% | -105.8% | -49.7% |
| 5Y | -66.9% | +128.7% | -195.6% | -81.7% |
| All | -66.9% | +122.2% | -189.2% | -81.7% |
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 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