+104.4%
BDX vs PFGC
+351.0%
-246.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +2.9% | +3.4% | -0.5% | +2.7% |
| 30D | +15.4% | +16.9% | -1.5% | +14.3% |
| 3M | +20.5% | +6.4% | +14.1% | +20.0% |
| 6M | +53.2% | +16.0% | +37.2% | +51.7% |
| YTD | +45.7% | +23.6% | +22.1% | +43.6% |
| 1Y | +47.3% | +16.6% | +30.7% | +45.6% |
| 3Y | +25.1% | +82.3% | -57.2% | +20.6% |
| 5Y | +27.4% | +138.7% | -111.3% | +21.2% |
| All | +104.4% | +351.0% | -246.6% | +108.5% |
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