+20.0%
BND vs PFGC
+485.1%
-465.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | -1.4% | +3.4% | -4.9% | -1.5% |
| 30D | +0.6% | +16.9% | -16.3% | +0.3% |
| 3M | -1.6% | +6.4% | -8.0% | -1.7% |
| 6M | -1.5% | +16.0% | -17.6% | -1.8% |
| YTD | -1.5% | +23.6% | -25.1% | -1.8% |
| 1Y | -1.1% | +16.6% | -17.7% | -1.4% |
| 3Y | +13.6% | +82.3% | -68.7% | +12.4% |
| 5Y | -1.8% | +138.7% | -140.5% | -3.4% |
| 10Y | +17.0% | +352.8% | -335.8% | +13.1% |
| All | +20.0% | +485.1% | -465.1% | +15.5% |
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