+45.0%
BBY vs PFGC
+58.8%
-13.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +0.6% | -4.8% | +5.3% | +2.3% |
| 30D | +9.4% | -12.5% | +21.9% | +14.6% |
| 3M | +19.3% | -9.7% | +29.1% | +23.3% |
| 6M | +47.9% | +7.0% | +40.9% | +43.2% |
| YTD | +39.6% | +4.5% | +35.1% | +34.2% |
| 1Y | +22.2% | -11.6% | +33.8% | +27.2% |
| 3Y | +45.0% | +58.5% | -13.5% | +13.3% |
| All | +45.0% | +58.8% | -13.9% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling