+290.2%
BN vs PFGC
+351.0%
-60.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -1.0% | +3.4% | -4.4% | -2.0% |
| 30D | +14.0% | +16.9% | -3.0% | +8.6% |
| 3M | -9.0% | +6.4% | -15.4% | -10.9% |
| 6M | -8.8% | +16.0% | -24.8% | -13.3% |
| YTD | -10.3% | +23.6% | -33.9% | -16.9% |
| 1Y | -5.8% | +16.6% | -22.4% | -11.2% |
| 3Y | +94.8% | +82.3% | +12.5% | +60.8% |
| 5Y | +31.5% | +138.7% | -107.2% | -0.6% |
| All | +290.2% | +351.0% | -60.8% | +151.3% |
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