+419.1%
PFGC vs BNS
+269.0%
+150.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.5% |
| 7D | -2.2% | +1.5% | -3.7% | -3.5% |
| 30D | -11.9% | +6.0% | -17.9% | -16.8% |
| 3M | +5.0% | +16.3% | -11.3% | -9.0% |
| 6M | +8.6% | +28.8% | -20.2% | -14.3% |
| YTD | +9.7% | +30.0% | -20.3% | -14.4% |
| 1Y | -6.3% | +50.7% | -57.0% | -36.2% |
| 3Y | +58.2% | +125.4% | -67.2% | -27.9% |
| 5Y | +110.4% | +94.2% | +16.2% | +8.6% |
| 10Y | +272.8% | +182.8% | +89.9% | +40.8% |
| All | +419.1% | +269.0% | +150.1% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling