+251.7%
BAC vs PFG
+203.0%
+48.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.8% | -0.7% |
| 7D | +2.0% | +2.3% | -0.3% | +0.3% |
| 30D | -6.9% | +7.6% | -14.5% | -11.9% |
| 3M | -19.6% | +2.5% | -22.1% | -21.5% |
| 6M | -0.5% | +16.6% | -17.1% | -12.0% |
| YTD | -6.6% | +34.1% | -40.7% | -25.9% |
| 1Y | -3.0% | +44.1% | -47.0% | -27.2% |
| 3Y | +97.3% | +86.3% | +11.0% | +20.2% |
| 5Y | +21.9% | +101.6% | -79.7% | -31.6% |
| 10Y | +251.7% | +197.9% | +53.8% | +28.4% |
| All | +251.7% | +203.0% | +48.7% | +28.4% |
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