+61.3%
PFGC vs BIIB
-19.0%
+80.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -3.7% | -5.4% | +1.6% | -2.9% |
| 30D | -16.0% | +1.7% | -17.7% | -16.2% |
| 3M | -4.1% | +5.8% | -10.0% | -5.3% |
| 6M | +8.7% | +11.9% | -3.2% | +6.2% |
| YTD | +6.4% | +19.7% | -13.4% | +2.7% |
| 1Y | -8.4% | +46.7% | -55.1% | -14.9% |
| All | +61.3% | -19.0% | +80.3% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling