+56.7%
BDX vs PFGC
+292.9%
-236.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -3.2% | -4.8% | +1.6% | -2.9% |
| 30D | -2.5% | -12.5% | +10.0% | -1.7% |
| 3M | +21.4% | -9.7% | +31.1% | +22.2% |
| 6M | +10.4% | +7.0% | +3.4% | +9.9% |
| YTD | +18.8% | +4.5% | +14.4% | +18.4% |
| 1Y | +21.7% | -11.6% | +33.3% | +22.4% |
| 3Y | -10.0% | +58.5% | -68.4% | -12.4% |
| 5Y | -1.8% | +112.6% | -114.4% | -5.9% |
| All | +56.7% | +292.9% | -236.2% | +57.5% |
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