+291.6%
BAC vs PFG
+1,015.3%
-723.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +1.0% |
| 7D | +1.1% | +5.5% | -4.4% | -2.9% |
| 30D | -0.4% | +2.4% | -2.8% | -2.3% |
| 3M | +16.9% | +13.6% | +3.3% | +6.4% |
| 6M | +26.6% | +27.9% | -1.3% | +6.1% |
| YTD | +15.8% | +35.6% | -19.8% | -7.1% |
| 1Y | +27.2% | +48.5% | -21.3% | -4.6% |
| 3Y | +132.4% | +66.9% | +65.5% | +59.4% |
| 5Y | +72.6% | +111.0% | -38.4% | -0.8% |
| 10Y | +389.7% | +244.5% | +145.2% | +93.2% |
| All | +291.6% | +1,015.3% | -723.7% | -26.8% |
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