+6.4%
BAH vs PFG
+46.8%
-40.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.7% | +0.1% |
| 7D | +5.8% | +4.9% | +0.9% | +4.0% |
| 30D | +28.7% | +5.7% | +23.0% | +26.1% |
| 3M | +20.9% | +2.6% | +18.3% | +19.7% |
| 6M | +15.2% | +19.8% | -4.6% | +8.8% |
| YTD | +7.1% | +36.3% | -29.2% | -2.1% |
| 1Y | +6.4% | +47.9% | -41.5% | -3.2% |
| All | +6.4% | +46.8% | -40.4% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling