+360.5%
BE vs PFGC
-5.1%
+365.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.4% |
| 7D | +20.0% | -2.2% | +22.2% | +20.0% |
| 30D | +7.9% | -11.9% | +19.8% | +8.0% |
| 3M | -13.2% | +5.0% | -18.2% | -18.3% |
| 6M | +53.5% | +8.6% | +44.9% | +41.8% |
| YTD | +191.0% | +9.7% | +181.3% | +169.5% |
| 1Y | +360.5% | -6.3% | +366.8% | +366.8% |
| All | +360.5% | -5.1% | +365.6% | +366.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling