+28.1%
BA vs PFG
+203.0%
-174.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -3.6% |
| 7D | -1.7% | +2.3% | -4.0% | -3.6% |
| 30D | -9.5% | +7.6% | -17.0% | -14.7% |
| 3M | -26.5% | +2.5% | -29.0% | -28.5% |
| 6M | -27.4% | +16.6% | -44.0% | -36.2% |
| YTD | -20.6% | +34.1% | -54.7% | -37.7% |
| 1Y | -11.4% | +44.1% | -55.5% | -34.5% |
| 3Y | -10.8% | +86.3% | -97.1% | -48.1% |
| 5Y | -21.9% | +101.6% | -123.5% | -59.2% |
| 10Y | +28.1% | +197.9% | -169.7% | -56.6% |
| All | +28.1% | +203.0% | -174.9% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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