+305.5%
BN vs PFGC
+362.5%
-57.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.1% |
| 7D | +4.3% | +15.0% | -10.7% | -0.1% |
| 30D | +14.3% | +17.0% | -2.7% | +8.9% |
| 3M | -4.1% | -2.5% | -1.6% | -3.6% |
| 6M | -9.7% | +19.2% | -28.9% | -14.8% |
| YTD | -7.1% | +23.4% | -30.6% | -13.9% |
| 1Y | -7.4% | +13.9% | -21.3% | -12.1% |
| 3Y | +102.3% | +82.0% | +20.3% | +67.1% |
| 5Y | +35.9% | +128.7% | -92.7% | +3.9% |
| All | +305.5% | +362.5% | -57.0% | +161.7% |
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