+64.1%
PFGC vs BAM
+61.4%
+2.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -2.2% | -2.0% | -0.2% | -1.6% |
| 30D | -11.9% | -2.9% | -9.0% | -11.3% |
| 3M | +5.0% | +9.4% | -4.4% | +1.7% |
| 6M | +8.6% | +10.8% | -2.2% | +4.5% |
| YTD | +9.7% | -0.4% | +10.1% | +8.7% |
| 1Y | -6.3% | -10.9% | +4.6% | -3.6% |
| All | +64.1% | +61.4% | +2.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 3y: compounded portfolio wealth divided by compounded BAM 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…
3y analysis · Full analysis span regression · 6 months rolling