+287.2%
PFGC vs BWA
+153.1%
+134.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.7% |
| 7D | -4.8% | -0.1% | -4.8% | -4.8% |
| 30D | -17.2% | -5.5% | -11.7% | -15.0% |
| 3M | -6.3% | -7.6% | +1.3% | -3.5% |
| 6M | +8.8% | +25.0% | -16.1% | -6.0% |
| YTD | +4.9% | +47.0% | -42.0% | -19.6% |
| 1Y | -9.5% | +54.0% | -63.5% | -33.0% |
| 3Y | +59.6% | +70.7% | -11.1% | +5.5% |
| 5Y | +113.5% | +86.7% | +26.8% | +27.2% |
| All | +287.2% | +153.1% | +134.1% | +67.9% |
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