+201.7%
BAH vs PFG
+247.4%
-45.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.6% |
| 7D | +2.4% | -3.0% | +5.4% | +3.2% |
| 30D | -2.9% | +2.5% | -5.4% | -3.6% |
| 3M | -1.3% | +6.1% | -7.4% | -2.9% |
| 6M | -0.9% | +31.3% | -32.2% | -7.7% |
| YTD | -8.2% | +33.6% | -41.8% | -15.0% |
| 1Y | -24.0% | +48.5% | -72.5% | -31.5% |
| 3Y | -28.1% | +69.6% | -97.7% | -38.3% |
| 5Y | +2.5% | +111.5% | -109.0% | -18.4% |
| All | +201.7% | +247.4% | -45.8% | +100.8% |
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 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