-99.8%
BIYA vs PFGC
+25.2%
-125.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -1.3% | -4.8% | +3.5% | -0.4% |
| 30D | -15.9% | -17.2% | +1.3% | -12.8% |
| 3M | -81.2% | -6.3% | -74.9% | -80.8% |
| 6M | -88.2% | +8.8% | -97.1% | -88.6% |
| YTD | -94.1% | +4.9% | -99.1% | -94.2% |
| 1Y | -98.7% | -9.5% | -89.2% | -98.5% |
| All | -99.8% | +25.2% | -125.0% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling