+176.3%
BP vs PFGC
+488.3%
-311.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.8% | -0.9% |
| 7D | -6.9% | +10.8% | -17.7% | -9.7% |
| 30D | -3.6% | +17.8% | -21.4% | -8.1% |
| 3M | +8.4% | -2.7% | +11.2% | +8.4% |
| 6M | +5.3% | +20.0% | -14.7% | -0.7% |
| YTD | +33.2% | +24.3% | +8.9% | +23.1% |
| 1Y | +28.2% | +13.2% | +15.0% | +21.5% |
| 3Y | +49.2% | +85.9% | -36.7% | +21.5% |
| 5Y | +102.9% | +141.0% | -38.2% | +48.0% |
| 10Y | +127.7% | +370.6% | -242.9% | +35.5% |
| All | +176.3% | +488.3% | -311.9% | +51.7% |
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 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