+461.4%
BE vs PFGC
+122.2%
+339.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.0% |
| 7D | -13.4% | +15.0% | -28.4% | -19.7% |
| 30D | -33.9% | +17.0% | -50.9% | -39.6% |
| 3M | -12.0% | -2.5% | -9.5% | -12.1% |
| 6M | -29.0% | +19.2% | -48.2% | -38.0% |
| YTD | +113.4% | +23.4% | +90.0% | +80.3% |
| 1Y | +33.2% | +13.9% | +19.3% | +18.1% |
| 3Y | +1,659.2% | +82.0% | +1,577.2% | +988.5% |
| 5Y | +461.4% | +128.7% | +332.7% | +172.4% |
| All | +461.4% | +122.2% | +339.1% | +172.4% |
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 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