-57.5%
BBWI vs PFGC
+478.7%
-536.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.4% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | +17.1% | +16.1% | +1.0% | +9.4% |
| 3M | +17.5% | +2.4% | +15.1% | +15.9% |
| 6M | +12.8% | +15.7% | -2.9% | +5.5% |
| YTD | +8.2% | +22.3% | -14.1% | -2.0% |
| 1Y | -1.8% | +13.9% | -15.7% | -8.5% |
| 3Y | -25.8% | +80.3% | -106.1% | -43.2% |
| 5Y | -68.0% | +136.1% | -204.1% | -78.4% |
| 10Y | -47.6% | +347.9% | -395.5% | -73.4% |
| All | -57.5% | +478.7% | -536.3% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling