+672.3%
BA vs PFG
+978.4%
-306.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.1% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -9.1% | +2.8% | -12.0% | -10.2% |
| 3M | -28.2% | -1.0% | -27.2% | -28.1% |
| 6M | -23.1% | +13.6% | -36.7% | -27.1% |
| YTD | -20.6% | +31.1% | -51.6% | -28.9% |
| 1Y | -12.7% | +43.8% | -56.5% | -24.8% |
| 3Y | -11.6% | +75.0% | -86.6% | -29.9% |
| 5Y | -23.1% | +95.2% | -118.4% | -41.6% |
| 10Y | +34.4% | +207.5% | -173.2% | -11.8% |
| All | +672.3% | +978.4% | -306.1% | +180.1% |
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