+71.4%
BAC vs PFG
+110.8%
-39.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +1.0% |
| 7D | +1.1% | +5.5% | -4.4% | -2.8% |
| 30D | -0.4% | +2.4% | -2.8% | -2.3% |
| 3M | +16.9% | +13.6% | +3.3% | +6.3% |
| 6M | +26.6% | +27.9% | -1.3% | +5.7% |
| YTD | +15.8% | +35.6% | -19.8% | -7.5% |
| 1Y | +27.2% | +48.5% | -21.3% | -5.3% |
| 3Y | +132.4% | +66.9% | +65.5% | +56.8% |
| All | +71.4% | +110.8% | -39.4% | -7.4% |
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 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