-98.2%
BIYA vs PFGC
+12.5%
-110.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +13.5% | -16.8% | +0.5% |
| 7D | -4.0% | +13.9% | -17.9% | -0.2% |
| 30D | -15.0% | +18.4% | -33.4% | -10.4% |
| 3M | -58.1% | -2.5% | -55.6% | -58.4% |
| 6M | -90.0% | +26.0% | -116.0% | -88.8% |
| YTD | -96.9% | +21.9% | -118.8% | -96.3% |
| 1Y | -98.2% | +13.4% | -111.6% | -97.8% |
| All | -98.2% | +12.5% | -110.7% | -97.8% |
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