+353.0%
PFGC vs BB
+31.7%
+321.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.3% |
| 7D | +1.5% | +7.3% | -5.8% | +0.2% |
| 30D | +17.4% | +11.2% | +6.2% | +14.8% |
| 3M | -2.4% | +4.7% | -7.1% | -4.2% |
| 6M | +18.2% | +51.1% | -32.9% | +6.3% |
| YTD | +23.7% | +148.0% | -124.3% | +0.6% |
| 1Y | +15.0% | +106.1% | -91.2% | -3.6% |
| 3Y | +82.3% | +158.2% | -75.9% | +37.0% |
| 5Y | +131.9% | -10.8% | +142.7% | +109.0% |
| 10Y | +353.0% | +29.3% | +323.7% | +134.7% |
| All | +353.0% | +31.7% | +321.3% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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