+52.3%
BDX vs PFGC
+12.5%
+39.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +13.5% | -8.0% | +2.7% |
| 7D | +7.2% | +13.9% | -6.7% | +4.2% |
| 30D | +15.8% | +18.4% | -2.6% | +11.9% |
| 3M | +23.7% | -2.5% | +26.2% | +23.6% |
| 6M | +44.8% | +26.0% | +18.8% | +39.9% |
| YTD | +39.8% | +21.9% | +17.9% | +34.7% |
| 1Y | +52.3% | +13.4% | +39.0% | +49.0% |
| All | +52.3% | +12.5% | +39.9% | +49.0% |
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