+363.2%
PFGC vs BUD
-2.1%
+365.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.3% |
| 7D | +3.4% | +1.0% | +2.4% | +2.7% |
| 30D | +16.9% | +6.7% | +10.2% | +11.8% |
| 3M | +6.4% | +5.7% | +0.7% | +2.1% |
| 6M | +16.0% | +5.8% | +10.2% | +10.6% |
| YTD | +23.6% | +34.4% | -10.8% | -1.1% |
| 1Y | +16.6% | +33.3% | -16.7% | -6.4% |
| 3Y | +82.3% | +48.8% | +33.5% | +27.9% |
| 5Y | +138.7% | +52.5% | +86.2% | +59.3% |
| All | +363.2% | -2.1% | +365.3% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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