-98.2%
BIYA vs PFGC
-5.1%
-93.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.9% |
| 7D | +1.3% | -2.2% | +3.5% | +0.9% |
| 30D | -21.0% | -11.9% | -9.0% | -23.2% |
| 3M | -74.3% | +5.0% | -79.3% | -72.8% |
| 6M | -84.6% | +8.6% | -93.2% | -83.3% |
| YTD | -94.2% | +9.7% | -103.8% | -93.5% |
| 1Y | -98.2% | -6.3% | -91.9% | -97.9% |
| All | -98.2% | -5.1% | -93.1% | -97.9% |
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 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