+391.8%
BAC vs PFG
+239.4%
+152.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.6% |
| 7D | +1.2% | +6.0% | -4.8% | -3.4% |
| 30D | -0.7% | +2.2% | -2.9% | -2.6% |
| 3M | +16.9% | +10.4% | +6.6% | +8.0% |
| 6M | +29.6% | +27.8% | +1.8% | +7.2% |
| YTD | +15.3% | +33.6% | -18.4% | -8.2% |
| 1Y | +28.8% | +49.3% | -20.5% | -5.9% |
| 3Y | +136.4% | +69.7% | +66.7% | +54.7% |
| 5Y | +72.9% | +111.3% | -38.4% | -6.2% |
| 10Y | +391.8% | +240.3% | +151.5% | +65.7% |
| All | +391.8% | +239.4% | +152.3% | +65.7% |
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 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