+208.8%
BAC vs PFG
+960.1%
-751.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.5% |
| 7D | -1.2% | -0.6% | -0.5% | -0.7% |
| 30D | -7.7% | +2.0% | -9.7% | -9.0% |
| 3M | -21.2% | -3.2% | -18.0% | -19.8% |
| 6M | -6.8% | +10.9% | -17.8% | -14.0% |
| YTD | -8.7% | +28.8% | -37.6% | -24.3% |
| 1Y | -5.3% | +39.2% | -44.5% | -25.6% |
| 3Y | +87.4% | +75.0% | +12.4% | +24.1% |
| 5Y | +18.9% | +91.9% | -73.0% | -27.1% |
| 10Y | +273.3% | +202.3% | +71.0% | +60.8% |
| All | +208.8% | +960.1% | -751.4% | -40.3% |
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