-85.1%
BIYA vs PFGC
+16.8%
-101.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -1.3% |
| 7D | +10.0% | +0.3% | +9.7% | +10.1% |
| 30D | -17.7% | +16.1% | -33.8% | -10.4% |
| 3M | -55.0% | +2.4% | -57.4% | -56.3% |
| 6M | -85.1% | +15.7% | -100.8% | -65.8% |
| All | -85.1% | +16.8% | -101.9% | -65.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling