-22.1%
BA vs PFG
+91.4%
-113.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.5% |
| 7D | +1.1% | -0.6% | +1.7% | +1.4% |
| 30D | -7.9% | +2.0% | -9.9% | -9.2% |
| 3M | -25.3% | -3.2% | -22.2% | -24.3% |
| 6M | -24.6% | +10.9% | -35.5% | -29.6% |
| YTD | -20.1% | +28.8% | -49.0% | -32.0% |
| 1Y | -11.8% | +39.2% | -50.9% | -28.6% |
| 3Y | -10.1% | +75.0% | -85.2% | -38.9% |
| All | -22.1% | +91.4% | -113.5% | -55.7% |
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