+113.5%
PFGC vs BNS
+92.5%
+21.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.8% |
| 7D | -4.8% | -2.2% | -2.6% | -3.7% |
| 30D | -17.2% | +4.5% | -21.7% | -19.4% |
| 3M | -6.3% | +14.9% | -21.2% | -13.8% |
| 6M | +8.8% | +32.5% | -23.6% | -7.9% |
| YTD | +4.9% | +28.6% | -23.7% | -9.9% |
| 1Y | -9.5% | +48.4% | -57.9% | -28.7% |
| 3Y | +59.6% | +130.8% | -71.2% | -6.4% |
| 5Y | +113.5% | +94.8% | +18.7% | +44.0% |
| All | +113.5% | +92.5% | +21.0% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling