+120.2%
BKR vs PFGC
+292.9%
-172.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -7.0% | -4.8% | -2.2% | -5.6% |
| 30D | -8.1% | -12.5% | +4.4% | -4.4% |
| 3M | -6.6% | -9.7% | +3.1% | -4.0% |
| 6M | +0.9% | +7.0% | -6.2% | -2.2% |
| YTD | +31.1% | +4.5% | +26.6% | +27.5% |
| 1Y | +27.7% | -11.6% | +39.3% | +30.6% |
| 3Y | +71.2% | +58.5% | +12.7% | +44.7% |
| 5Y | +177.6% | +112.6% | +65.1% | +105.2% |
| All | +120.2% | +292.9% | -172.7% | +49.0% |
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