+16.6%
PFGC vs BWA
+12.3%
+4.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.4% | +4.3% | -0.8% | +3.0% |
| 30D | +16.9% | -13.0% | +29.9% | +18.5% |
| 3M | +6.4% | -24.8% | +31.2% | +9.4% |
| 6M | +16.0% | -23.5% | +39.5% | +18.2% |
| YTD | +23.6% | +13.8% | +9.8% | +18.4% |
| 1Y | +16.6% | +13.4% | +3.2% | +11.7% |
| All | +16.6% | +12.3% | +4.4% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling