-20.6%
BA vs PFG
+102.7%
-123.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | 0.0% | +3.0% | -2.9% | -1.7% |
| 30D | -8.9% | +8.2% | -17.1% | -13.1% |
| 3M | -25.5% | +2.7% | -28.2% | -27.0% |
| 6M | -27.0% | +17.2% | -44.2% | -34.0% |
| YTD | -20.1% | +34.8% | -54.9% | -33.8% |
| 1Y | -11.0% | +43.6% | -54.6% | -29.2% |
| 3Y | -11.8% | +85.4% | -97.3% | -42.1% |
| 5Y | -20.6% | +102.2% | -122.8% | -56.3% |
| All | -20.6% | +102.7% | -123.3% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling