+409.4%
PFGC vs BG
+133.4%
+276.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.2% | -3.7% |
| 7D | -2.4% | +2.4% | -4.8% | -3.5% |
| 30D | -15.8% | +15.0% | -30.8% | -20.9% |
| 3M | -0.6% | -0.7% | +0.1% | -1.4% |
| 6M | +10.7% | +7.5% | +3.2% | +5.2% |
| YTD | +7.6% | +41.6% | -34.0% | -9.7% |
| 1Y | -7.8% | +50.7% | -58.5% | -25.5% |
| 3Y | +63.7% | +20.3% | +43.4% | +42.2% |
| 5Y | +112.3% | +85.2% | +27.0% | +37.0% |
| 10Y | +286.7% | +160.6% | +126.1% | +74.4% |
| All | +409.4% | +133.4% | +276.1% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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