+34.5%
BBY vs PFGC
+12.5%
+22.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +13.5% | -5.6% | +4.9% |
| 7D | +4.5% | +13.9% | -9.3% | +1.5% |
| 30D | +16.0% | +18.4% | -2.4% | +12.1% |
| 3M | +18.6% | -2.5% | +21.1% | +17.4% |
| 6M | +80.1% | +26.0% | +54.0% | +74.0% |
| YTD | +57.4% | +21.9% | +35.6% | +47.0% |
| 1Y | +34.5% | +13.4% | +21.1% | +31.0% |
| All | +34.5% | +12.5% | +22.0% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling