+246.5%
BBY vs PFGC
+292.9%
-46.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +0.6% | -4.8% | +5.3% | +1.9% |
| 30D | +9.4% | -12.5% | +21.9% | +13.2% |
| 3M | +19.3% | -9.7% | +29.1% | +22.3% |
| 6M | +47.9% | +7.0% | +40.9% | +44.8% |
| YTD | +39.6% | +4.5% | +35.1% | +36.6% |
| 1Y | +22.2% | -11.6% | +33.8% | +24.9% |
| 3Y | +45.0% | +58.5% | -13.5% | +26.8% |
| 5Y | +2.6% | +112.6% | -110.0% | -17.3% |
| All | +246.5% | +292.9% | -46.3% | +142.8% |
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