+409.4%
PFGC vs BTG
+568.2%
-158.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.6% |
| 7D | -2.4% | +4.8% | -7.2% | -2.9% |
| 30D | -15.8% | +8.3% | -24.1% | -16.5% |
| 3M | -0.6% | +32.3% | -32.9% | -3.6% |
| 6M | +10.7% | +3.0% | +7.7% | +9.5% |
| YTD | +7.6% | +21.9% | -14.3% | +4.2% |
| 1Y | -7.8% | +28.2% | -36.0% | -11.7% |
| 3Y | +63.7% | +99.9% | -36.2% | +47.3% |
| 5Y | +112.3% | +73.6% | +38.7% | +91.3% |
| 10Y | +286.7% | +136.5% | +150.2% | +237.3% |
| All | +409.4% | +568.2% | -158.8% | +322.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling