+128.0%
PFGC vs BUD
+48.8%
+79.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | +8.5% | +4.5% | +4.1% | +6.4% |
| 30D | +15.0% | +12.5% | +2.5% | +8.7% |
| 3M | -6.2% | 0.0% | -6.2% | -6.3% |
| 6M | +15.7% | +3.8% | +11.9% | +13.2% |
| YTD | +19.6% | +33.1% | -13.5% | +3.5% |
| 1Y | +13.2% | +35.5% | -22.3% | -3.0% |
| 3Y | +77.0% | +49.4% | +27.6% | +38.5% |
| All | +128.0% | +48.8% | +79.2% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling