+114.8%
BDX vs PFGC
+419.1%
-304.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.5% | -2.2% | -0.3% | -2.4% |
| 30D | +8.3% | -11.9% | +20.2% | +9.1% |
| 3M | +24.4% | +5.0% | +19.4% | +24.0% |
| 6M | +9.2% | +8.6% | +0.6% | +8.6% |
| YTD | +22.7% | +9.7% | +13.0% | +21.8% |
| 1Y | +25.9% | -6.3% | +32.2% | +26.2% |
| 3Y | -10.5% | +58.2% | -68.7% | -13.2% |
| 5Y | +1.9% | +110.4% | -108.5% | -2.9% |
| 10Y | +58.7% | +272.8% | -214.1% | +54.1% |
| All | +114.8% | +419.1% | -304.3% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling