+312.8%
BN vs PFGC
+419.1%
-106.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -2.5% | -2.2% | -0.3% | -1.8% |
| 30D | -9.5% | -11.9% | +2.4% | -6.2% |
| 3M | -10.4% | +5.0% | -15.4% | -12.0% |
| 6M | -6.4% | +8.6% | -15.0% | -9.1% |
| YTD | -11.9% | +9.7% | -21.6% | -15.1% |
| 1Y | -8.6% | -6.3% | -2.3% | -7.9% |
| 3Y | +77.6% | +58.2% | +19.3% | +53.6% |
| 5Y | +37.0% | +110.4% | -73.4% | +8.0% |
| 10Y | +266.4% | +272.8% | -6.4% | +142.4% |
| All | +312.8% | +419.1% | -106.4% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling