+104.2%
BN vs PFGC
+84.2%
+20.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.1% | +2.0% |
| 7D | +3.6% | +10.8% | -7.2% | -1.4% |
| 30D | +15.9% | +17.8% | -1.9% | +7.2% |
| 3M | -2.3% | -2.7% | +0.4% | -1.6% |
| 6M | -8.4% | +20.0% | -28.4% | -17.2% |
| YTD | -5.9% | +24.3% | -30.2% | -17.9% |
| 1Y | -5.6% | +13.2% | -18.8% | -12.9% |
| 3Y | +104.2% | +85.9% | +18.3% | +44.2% |
| All | +104.2% | +84.2% | +20.0% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling