-1.4%
BND vs PFGC
+138.1%
-139.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -1.4% | +3.4% | -4.9% | -1.5% |
| 30D | +0.6% | +16.9% | -16.3% | +0.2% |
| 3M | -1.6% | +6.4% | -8.0% | -1.8% |
| 6M | -1.5% | +16.0% | -17.6% | -2.0% |
| YTD | -1.5% | +23.6% | -25.1% | -2.1% |
| 1Y | -1.1% | +16.6% | -17.7% | -1.6% |
| 3Y | +13.6% | +82.3% | -68.7% | +11.6% |
| All | -1.4% | +138.1% | -139.5% | -3.7% |
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 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