-6.3%
PFGC vs BRKR
+100.6%
-106.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -2.2% | +2.5% | -4.7% | -2.4% |
| 30D | -11.9% | +11.5% | -23.4% | -12.7% |
| 3M | +5.0% | -2.4% | +7.4% | +4.7% |
| 6M | +8.6% | +52.3% | -43.7% | +3.4% |
| YTD | +9.7% | +24.5% | -14.8% | +3.6% |
| 1Y | -6.3% | +97.3% | -103.6% | -11.1% |
| All | -6.3% | +100.6% | -106.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling