+406.7%
BNY vs PFGC
+292.9%
+113.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -1.3% | -4.8% | +3.4% | -0.1% |
| 30D | -0.2% | -12.5% | +12.4% | +3.2% |
| 3M | +14.9% | -9.7% | +24.7% | +17.6% |
| 6M | +40.0% | +7.0% | +33.0% | +36.7% |
| YTD | +42.0% | +4.5% | +37.5% | +38.6% |
| 1Y | +56.9% | -11.6% | +68.4% | +59.7% |
| 3Y | +289.9% | +58.5% | +231.4% | +238.2% |
| 5Y | +259.2% | +112.6% | +146.6% | +183.8% |
| All | +406.7% | +292.9% | +113.8% | +258.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling