+737.9%
BE vs PFGC
+194.6%
+543.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.2% | +12.8% | +12.9% |
| 7D | +4.5% | +1.5% | +3.0% | +3.8% |
| 30D | -20.1% | +17.4% | -37.5% | -27.7% |
| 3M | -0.8% | -2.4% | +1.6% | -1.7% |
| 6M | -26.2% | +18.2% | -44.4% | -35.2% |
| YTD | +141.1% | +23.7% | +117.4% | +104.6% |
| 1Y | +64.8% | +15.0% | +49.9% | +45.4% |
| 3Y | +1,887.4% | +82.3% | +1,805.0% | +1,221.7% |
| 5Y | +518.1% | +131.9% | +386.2% | +255.8% |
| All | +737.9% | +194.6% | +543.3% | +245.4% |
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