-2.1%
BKNG vs PFGC
+10.4%
-12.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.3% |
| 7D | -13.1% | -3.7% | -9.4% | -11.6% |
| 30D | -18.5% | -16.0% | -2.6% | -12.6% |
| 3M | +5.8% | -4.1% | +9.9% | +8.6% |
| 6M | -2.1% | +8.7% | -10.8% | -5.0% |
| All | -2.1% | +10.4% | -12.5% | -5.0% |
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 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