-2.6%
BDX vs PFGC
+105.5%
-108.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.7% |
| 7D | -5.4% | -4.8% | -0.6% | -4.6% |
| 30D | -2.2% | -17.2% | +15.0% | +0.9% |
| 3M | +20.1% | -6.3% | +26.4% | +21.4% |
| 6M | +9.1% | +8.8% | +0.2% | +7.5% |
| YTD | +17.9% | +4.9% | +13.0% | +16.5% |
| 1Y | +22.1% | -9.5% | +31.6% | +23.5% |
| 3Y | -10.5% | +59.6% | -70.1% | -17.7% |
| 5Y | -2.6% | +113.5% | -116.1% | -13.8% |
| All | -2.6% | +105.5% | -108.1% | -13.8% |
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