+135.8%
BP vs PFGC
+110.5%
+25.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.7% |
| 7D | +0.9% | -2.4% | +3.4% | +1.3% |
| 30D | +9.1% | -15.8% | +24.9% | +12.0% |
| 3M | +3.9% | -0.6% | +4.5% | +3.7% |
| 6M | +13.6% | +10.7% | +3.0% | +10.9% |
| YTD | +34.0% | +7.6% | +26.4% | +31.1% |
| 1Y | +39.2% | -7.8% | +47.0% | +40.3% |
| 3Y | +36.4% | +63.7% | -27.3% | +21.4% |
| 5Y | +135.8% | +112.3% | +23.5% | +94.4% |
| All | +135.8% | +110.5% | +25.3% | +94.4% |
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