+285.5%
PFGC vs BTG
+159.3%
+126.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.8% | -3.8% | -1.0% | -4.4% |
| 30D | -12.5% | +3.6% | -16.2% | -12.9% |
| 3M | -9.7% | +32.0% | -41.7% | -12.8% |
| 6M | +7.0% | +3.4% | +3.7% | +5.6% |
| YTD | +4.5% | +20.8% | -16.3% | +0.7% |
| 1Y | -11.6% | +22.4% | -34.0% | -15.4% |
| 3Y | +58.5% | +91.7% | -33.2% | +40.4% |
| 5Y | +112.6% | +79.0% | +33.6% | +86.9% |
| All | +285.5% | +159.3% | +126.2% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling