+63.7%
PFGC vs BB
+68.2%
-4.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.0% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | -15.8% | -12.4% | -3.4% | -15.2% |
| 3M | -0.6% | -15.3% | +14.7% | -0.1% |
| 6M | +10.7% | +128.8% | -118.1% | +2.9% |
| YTD | +7.6% | +107.7% | -100.0% | +0.7% |
| 1Y | -7.8% | +103.9% | -111.7% | -14.1% |
| 3Y | +63.7% | +72.6% | -8.9% | +49.1% |
| All | +63.7% | +68.2% | -4.4% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling