+256.9%
BN vs PFGC
+294.6%
-37.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -5.9% | -4.8% | -1.0% | -4.4% |
| 30D | -15.1% | -17.2% | +2.1% | -10.2% |
| 3M | -14.6% | -6.3% | -8.2% | -13.1% |
| 6M | -8.4% | +8.8% | -17.3% | -11.2% |
| YTD | -16.8% | +4.9% | -21.7% | -18.9% |
| 1Y | -14.4% | -9.5% | -4.9% | -12.8% |
| 3Y | +70.1% | +59.6% | +10.5% | +46.5% |
| 5Y | +33.5% | +113.5% | -80.0% | +4.5% |
| All | +256.9% | +294.6% | -37.7% | +139.5% |
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