+256.9%
BNY vs PFGC
+110.3%
+146.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.8% |
| 3M | +14.9% | -9.7% | +24.7% | +17.9% |
| 6M | +40.0% | +7.0% | +33.0% | +35.7% |
| YTD | +42.0% | +4.5% | +37.5% | +37.5% |
| 1Y | +56.9% | -11.6% | +68.4% | +60.6% |
| 3Y | +289.9% | +58.5% | +231.4% | +220.6% |
| All | +256.9% | +110.3% | +146.6% | +158.3% |
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 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