-99.8%
BIYA vs PFGC
+26.9%
-126.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +2.7% | -3.7% | +6.5% | +3.5% |
| 30D | -16.7% | -16.0% | -0.7% | -13.8% |
| 3M | -74.6% | -4.1% | -70.5% | -74.1% |
| 6M | -85.4% | +8.7% | -94.1% | -85.8% |
| YTD | -94.2% | +6.4% | -100.5% | -94.3% |
| 1Y | -98.6% | -8.4% | -90.2% | -98.4% |
| All | -99.8% | +26.9% | -126.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling