+426.2%
BTSG vs PFGC
+32.3%
+393.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.1% |
| 7D | -5.8% | -4.8% | -0.9% | -4.0% |
| 30D | 0.0% | -17.2% | +17.2% | +7.0% |
| 3M | -4.5% | -6.3% | +1.9% | -3.2% |
| 6M | +40.0% | +8.8% | +31.2% | +33.0% |
| YTD | +54.6% | +4.9% | +49.6% | +47.5% |
| 1Y | +106.1% | -9.5% | +115.6% | +111.6% |
| All | +426.2% | +32.3% | +393.9% | +331.9% |
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