+485.3%
PFGC vs BWA
+66.7%
+418.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.6% |
| 7D | +1.5% | +1.7% | -0.2% | +0.5% |
| 30D | +17.4% | -14.6% | +32.0% | +25.7% |
| 3M | -2.4% | -26.2% | +23.8% | +11.4% |
| 6M | +18.2% | -18.4% | +36.6% | +26.3% |
| YTD | +23.7% | +14.7% | +9.0% | +8.3% |
| 1Y | +15.0% | +13.3% | +1.6% | +1.0% |
| 3Y | +82.3% | +64.7% | +17.6% | +25.7% |
| 5Y | +131.9% | +32.2% | +99.8% | +73.5% |
| 10Y | +353.0% | +96.8% | +256.2% | +148.9% |
| All | +485.3% | +66.7% | +418.7% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling