+25.5%
BP vs PFGC
+14.0%
+11.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | -6.3% | +15.0% | -21.3% | -3.8% |
| 30D | -3.6% | +17.0% | -20.6% | -0.7% |
| 3M | +5.2% | -2.5% | +7.7% | +6.4% |
| 6M | +5.3% | +19.2% | -13.9% | +9.2% |
| YTD | +33.1% | +23.4% | +9.7% | +37.5% |
| All | +25.5% | +14.0% | +11.5% | +31.7% |
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