+546.8%
BX vs PFGC
+485.1%
+61.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +0.6% | +3.4% | -2.8% | -0.4% |
| 30D | +14.2% | +16.9% | -2.7% | +8.8% |
| 3M | -18.7% | +6.4% | -25.1% | -20.5% |
| 6M | +2.5% | +16.0% | -13.5% | -2.7% |
| YTD | -18.8% | +23.6% | -42.4% | -24.9% |
| 1Y | -10.3% | +16.6% | -26.9% | -15.6% |
| 3Y | +35.4% | +82.3% | -46.9% | +11.8% |
| 5Y | +0.3% | +138.7% | -138.5% | -23.2% |
| 10Y | +668.4% | +352.8% | +315.5% | +378.9% |
| All | +546.8% | +485.1% | +61.7% | +286.9% |
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 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