+27.4%
BP vs PFGC
+14.2%
+13.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.6% |
| 7D | -0.8% | +1.5% | -2.3% | -0.5% |
| 30D | -3.1% | +17.4% | -20.6% | -0.2% |
| 3M | +6.2% | -2.4% | +8.6% | +7.3% |
| 6M | +4.8% | +18.2% | -13.4% | +8.6% |
| YTD | +35.2% | +23.7% | +11.5% | +39.7% |
| 1Y | +27.4% | +15.0% | +12.5% | +33.7% |
| All | +27.4% | +14.2% | +13.2% | +33.7% |
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