-0.5%
BBY vs PFGC
+105.5%
-106.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +0.7% | -4.8% | +5.5% | +2.7% |
| 30D | +5.8% | -17.2% | +23.0% | +13.9% |
| 3M | +18.0% | -6.3% | +24.4% | +20.7% |
| 6M | +39.8% | +8.8% | +31.0% | +34.0% |
| YTD | +35.4% | +4.9% | +30.5% | +30.0% |
| 1Y | +21.4% | -9.5% | +30.9% | +24.5% |
| 3Y | +39.5% | +59.6% | -20.1% | +9.7% |
| 5Y | -0.5% | +113.5% | -114.0% | -33.3% |
| All | -0.5% | +105.5% | -106.0% | -33.3% |
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 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