+43.9%
BNY vs PFGC
+12.5%
+31.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +13.5% | -11.2% | +1.9% |
| 7D | +2.8% | +13.9% | -11.1% | +2.3% |
| 30D | +6.7% | +18.4% | -11.6% | +6.2% |
| 3M | -2.2% | -2.5% | +0.3% | -3.2% |
| 6M | +16.8% | +26.0% | -9.3% | +15.8% |
| YTD | +33.9% | +21.9% | +12.0% | +31.5% |
| 1Y | +43.9% | +13.4% | +30.5% | +42.4% |
| All | +43.9% | +12.5% | +31.4% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling