+108.3%
BDX vs PFGC
+409.4%
-301.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.9% |
| 7D | -4.3% | -2.4% | -1.9% | -4.1% |
| 30D | +1.3% | -15.8% | +17.0% | +2.4% |
| 3M | +20.2% | -0.6% | +20.8% | +20.3% |
| 6M | +8.6% | +10.7% | -2.1% | +7.9% |
| YTD | +19.0% | +7.6% | +11.3% | +18.3% |
| 1Y | +21.2% | -7.8% | +29.0% | +21.6% |
| 3Y | -9.7% | +63.7% | -73.4% | -12.5% |
| 5Y | -3.4% | +112.3% | -115.7% | -7.9% |
| 10Y | +53.9% | +286.7% | -232.8% | +48.5% |
| All | +108.3% | +409.4% | -301.2% | +91.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling