-5.8%
BN vs PFGC
+15.6%
-21.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -1.0% | +3.4% | -4.4% | -1.9% |
| 30D | +14.0% | +16.9% | -3.0% | +9.5% |
| 3M | -9.0% | +6.4% | -15.4% | -11.2% |
| 6M | -8.8% | +16.0% | -24.8% | -13.0% |
| YTD | -10.3% | +23.6% | -33.9% | -17.3% |
| 1Y | -5.8% | +16.6% | -22.4% | -11.7% |
| All | -5.8% | +15.6% | -21.4% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling