+18.8%
BX vs PFGC
+111.7%
-92.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.0% |
| 7D | -5.7% | -3.7% | -1.9% | -3.7% |
| 30D | -8.9% | -16.0% | +7.1% | -0.3% |
| 3M | +8.4% | -4.1% | +12.5% | +9.9% |
| 6M | +18.9% | +8.7% | +10.2% | +11.8% |
| YTD | -13.6% | +6.4% | -20.0% | -18.9% |
| 1Y | -22.4% | -8.4% | -14.1% | -20.6% |
| 3Y | +26.0% | +61.8% | -35.7% | -7.9% |
| 5Y | +18.8% | +108.7% | -89.9% | -24.8% |
| All | +18.8% | +111.7% | -92.9% | -24.8% |
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