+389.6%
BE vs PFGC
-8.5%
+398.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.9% |
| 7D | +23.9% | -3.7% | +27.6% | +23.9% |
| 30D | +27.8% | -16.0% | +43.8% | +28.0% |
| 3M | +3.7% | -4.1% | +7.9% | -0.2% |
| 6M | +78.0% | +8.7% | +69.2% | +62.2% |
| YTD | +209.9% | +6.4% | +203.6% | +187.2% |
| 1Y | +389.6% | -8.4% | +398.0% | +394.2% |
| All | +389.6% | -8.5% | +398.1% | +394.2% |
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