+850.3%
BA vs PFG
+1,015.3%
-165.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.4% |
| 7D | +1.2% | +5.5% | -4.4% | -1.0% |
| 30D | -11.6% | +2.4% | -14.0% | -12.6% |
| 3M | -2.4% | +13.6% | -16.0% | -7.3% |
| 6M | -6.6% | +27.9% | -34.5% | -15.3% |
| YTD | -2.2% | +35.6% | -37.8% | -13.5% |
| 1Y | -8.0% | +48.5% | -56.5% | -21.8% |
| 3Y | -5.0% | +66.9% | -71.9% | -23.3% |
| 5Y | -2.7% | +111.0% | -113.7% | -28.2% |
| 10Y | +75.9% | +244.5% | -168.6% | +11.6% |
| All | +850.3% | +1,015.3% | -165.0% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling