+363.2%
PFGC vs BWA
+94.2%
+269.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.4% | +4.3% | -0.8% | +1.2% |
| 30D | +16.9% | -13.0% | +29.9% | +24.8% |
| 3M | +6.4% | -24.8% | +31.2% | +21.6% |
| 6M | +16.0% | -23.5% | +39.5% | +29.0% |
| YTD | +23.6% | +13.8% | +9.8% | +6.8% |
| 1Y | +16.6% | +13.4% | +3.2% | +0.6% |
| 3Y | +82.3% | +62.8% | +19.5% | +20.4% |
| 5Y | +138.7% | +28.5% | +110.3% | +74.4% |
| All | +363.2% | +94.2% | +269.0% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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