-8.4%
PFGC vs BWA
+48.6%
-57.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -16.0% | -5.6% | -10.4% | -15.5% |
| 3M | -4.1% | -10.7% | +6.6% | -2.9% |
| 6M | +8.7% | +23.2% | -14.5% | +4.0% |
| YTD | +6.4% | +46.0% | -39.6% | -1.1% |
| 1Y | -8.4% | +51.2% | -59.5% | -15.6% |
| All | -8.4% | +48.6% | -57.0% | -15.6% |
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