+132.2%
BP vs PFGC
+362.5%
-230.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -6.3% | +15.0% | -21.3% | -10.1% |
| 30D | -3.6% | +17.0% | -20.6% | -8.0% |
| 3M | +5.2% | -2.5% | +7.7% | +5.2% |
| 6M | +5.3% | +19.2% | -13.9% | -0.7% |
| YTD | +33.1% | +23.4% | +9.7% | +23.1% |
| 1Y | +26.3% | +13.9% | +12.4% | +19.4% |
| 3Y | +47.5% | +82.0% | -34.5% | +20.4% |
| 5Y | +106.2% | +128.7% | -22.5% | +51.9% |
| All | +132.2% | +362.5% | -230.3% | +46.6% |
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