+258.0%
BKNG vs PFGC
+403.3%
-145.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.5% |
| 7D | -13.1% | -3.7% | -9.4% | -12.1% |
| 30D | -18.5% | -16.0% | -2.6% | -14.4% |
| 3M | +5.8% | -4.1% | +9.9% | +7.1% |
| 6M | -2.1% | +8.7% | -10.8% | -4.6% |
| YTD | -18.6% | +6.4% | -25.0% | -20.7% |
| 1Y | -21.7% | -8.4% | -13.3% | -20.4% |
| 3Y | +40.9% | +61.8% | -20.9% | +20.3% |
| 5Y | +91.0% | +108.7% | -17.7% | +50.3% |
| 10Y | +213.2% | +298.1% | -85.0% | +118.6% |
| All | +258.0% | +403.3% | -145.3% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling