-66.7%
BBWI vs PFGC
+110.5%
-177.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.3% | -2.0% |
| 7D | +1.6% | -2.4% | +4.0% | +3.1% |
| 30D | -6.2% | -15.8% | +9.5% | +3.9% |
| 3M | +4.3% | -0.6% | +4.9% | +4.5% |
| 6M | -7.2% | +10.7% | -17.8% | -13.1% |
| YTD | -3.0% | +7.6% | -10.7% | -8.7% |
| 1Y | -30.8% | -7.8% | -22.9% | -28.5% |
| 3Y | -43.4% | +63.7% | -107.1% | -59.4% |
| 5Y | -66.7% | +112.3% | -179.0% | -80.1% |
| All | -66.7% | +110.5% | -177.2% | -80.1% |
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