+63.7%
PFGC vs BWA
+72.9%
-9.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | -2.4% | +4.3% | -6.7% | -3.3% |
| 30D | -15.8% | -2.9% | -12.9% | -15.3% |
| 3M | -0.6% | -12.4% | +11.8% | +2.0% |
| 6M | +10.7% | +28.6% | -17.9% | +3.0% |
| YTD | +7.6% | +48.2% | -40.6% | -4.8% |
| 1Y | -7.8% | +50.9% | -58.7% | -19.1% |
| 3Y | +63.7% | +72.2% | -8.4% | +34.1% |
| All | +63.7% | +72.9% | -9.2% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling