+61.3%
PFGC vs BNS
+127.2%
-65.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -3.7% | -1.3% | -2.4% | -3.3% |
| 30D | -16.0% | +4.0% | -20.0% | -17.3% |
| 3M | -4.1% | +13.8% | -17.9% | -9.4% |
| 6M | +8.7% | +32.7% | -24.0% | -3.9% |
| YTD | +6.4% | +27.6% | -21.2% | -4.6% |
| 1Y | -8.4% | +47.4% | -55.8% | -22.8% |
| All | +61.3% | +127.2% | -65.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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