-2.5%
BND vs PFGC
+105.5%
-108.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -0.9% | -4.8% | +3.9% | -0.8% |
| 30D | -1.0% | -17.2% | +16.3% | -0.5% |
| 3M | -1.2% | -6.3% | +5.1% | -1.1% |
| 6M | -2.0% | +8.8% | -10.8% | -2.2% |
| YTD | -1.2% | +4.9% | -6.1% | -1.4% |
| 1Y | -0.5% | -9.5% | +9.0% | -0.4% |
| 3Y | +12.4% | +59.6% | -47.2% | +10.9% |
| 5Y | -2.5% | +113.5% | -116.0% | -4.1% |
| All | -2.5% | +105.5% | -108.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling