+25.8%
BIL vs PFGC
+485.3%
-459.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | +1.5% | -1.4% | +0.1% |
| 30D | 0.0% | +17.4% | -17.4% | 0.0% |
| 3M | +0.6% | -2.4% | +3.0% | +0.6% |
| 6M | +1.5% | +18.2% | -16.7% | +1.5% |
| YTD | +2.8% | +23.7% | -20.9% | +2.8% |
| 1Y | +3.3% | +15.0% | -11.6% | +3.3% |
| 3Y | +13.4% | +82.3% | -68.9% | +13.4% |
| 5Y | +19.8% | +131.9% | -112.1% | +19.9% |
| 10Y | +25.7% | +353.0% | -327.3% | +25.8% |
| All | +25.8% | +485.3% | -459.6% | +25.9% |
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