+463.5%
BTSG vs PFGC
+34.1%
+429.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +2.9% | -3.7% | +6.6% | +4.3% |
| 30D | +0.9% | -16.0% | +16.8% | +7.3% |
| 3M | +1.6% | -4.1% | +5.8% | +2.0% |
| 6M | +46.8% | +8.7% | +38.1% | +39.5% |
| YTD | +65.5% | +6.4% | +59.2% | +57.1% |
| 1Y | +136.2% | -8.4% | +144.6% | +141.4% |
| All | +463.5% | +34.1% | +429.5% | +360.1% |
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