+209.9%
BKNG vs PFGC
+294.6%
-84.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.9% |
| 7D | -10.7% | -4.8% | -5.8% | -9.3% |
| 30D | -18.1% | -17.2% | -0.9% | -13.5% |
| 3M | +8.5% | -6.3% | +14.9% | +10.7% |
| 6M | -0.1% | +8.8% | -8.9% | -2.7% |
| YTD | -18.2% | +4.9% | -23.2% | -20.0% |
| 1Y | -19.9% | -9.5% | -10.4% | -18.3% |
| 3Y | +41.6% | +59.6% | -18.0% | +20.9% |
| 5Y | +93.1% | +113.5% | -20.4% | +50.3% |
| All | +209.9% | +294.6% | -84.7% | +120.0% |
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