+409.4%
PFGC vs BR
+269.5%
+139.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.8% |
| 7D | -2.4% | -5.9% | +3.5% | +0.3% |
| 30D | -15.8% | +1.9% | -17.7% | -16.6% |
| 3M | -0.6% | +14.7% | -15.2% | -7.3% |
| 6M | +10.7% | -12.8% | +23.4% | +16.6% |
| YTD | +7.6% | -23.0% | +30.7% | +19.8% |
| 1Y | -7.8% | -31.7% | +23.9% | +8.9% |
| 3Y | +63.7% | -4.8% | +68.5% | +61.0% |
| 5Y | +112.3% | +7.8% | +104.4% | +91.4% |
| 10Y | +286.7% | +184.1% | +102.6% | +112.7% |
| All | +409.4% | +269.5% | +139.9% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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