+287.2%
PFGC vs BIIB
-26.8%
+313.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.6% | -1.6% |
| 7D | -4.8% | -4.0% | -0.8% | -4.4% |
| 30D | -17.2% | +5.7% | -22.9% | -17.8% |
| 3M | -6.3% | +10.9% | -17.3% | -7.7% |
| 6M | +8.8% | +14.3% | -5.5% | +6.7% |
| YTD | +4.9% | +22.4% | -17.5% | +1.8% |
| 1Y | -9.5% | +51.1% | -60.6% | -14.6% |
| 3Y | +59.6% | -16.8% | +76.4% | +60.4% |
| 5Y | +113.5% | -28.1% | +141.7% | +114.0% |
| All | +287.2% | -26.8% | +313.9% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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