+445.7%
BNY vs PFGC
+403.3%
+42.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +0.3% | -3.7% | +4.0% | +1.2% |
| 30D | +1.9% | -16.0% | +17.9% | +6.3% |
| 3M | +13.9% | -4.1% | +18.0% | +14.7% |
| 6M | +42.3% | +8.7% | +33.6% | +38.5% |
| YTD | +41.8% | +6.4% | +35.5% | +38.0% |
| 1Y | +57.9% | -8.4% | +66.3% | +59.4% |
| 3Y | +290.7% | +61.8% | +229.0% | +238.6% |
| 5Y | +252.3% | +108.7% | +143.6% | +181.4% |
| 10Y | +412.8% | +298.1% | +114.7% | +252.9% |
| All | +445.7% | +403.3% | +42.4% | +267.8% |
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