+707.7%
BE vs PFGC
+191.3%
+516.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.0% |
| 7D | +20.5% | +0.3% | +20.3% | +20.6% |
| 30D | -23.4% | +16.1% | -39.5% | -30.2% |
| 3M | -14.9% | +2.4% | -17.2% | -17.3% |
| 6M | -28.1% | +15.7% | -43.8% | -36.1% |
| YTD | +132.4% | +22.3% | +110.1% | +98.5% |
| 1Y | +59.4% | +13.9% | +45.5% | +41.3% |
| 3Y | +1,815.8% | +80.3% | +1,735.6% | +1,181.8% |
| 5Y | +491.3% | +136.1% | +355.2% | +237.3% |
| All | +707.7% | +191.3% | +516.4% | +235.0% |
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