+419.1%
PFGC vs BIIB
-22.2%
+441.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | -11.9% | +6.9% | -18.8% | -12.7% |
| 3M | +5.0% | +12.4% | -7.4% | +3.3% |
| 6M | +8.6% | +16.3% | -7.7% | +6.2% |
| YTD | +9.7% | +25.5% | -15.8% | +6.1% |
| 1Y | -6.3% | +57.8% | -64.1% | -12.1% |
| 3Y | +58.2% | -17.3% | +75.6% | +59.2% |
| 5Y | +110.4% | -33.8% | +144.2% | +112.5% |
| 10Y | +272.8% | -29.6% | +302.3% | +261.2% |
| All | +419.1% | -22.2% | +441.3% | +402.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling