+208.8%
BAH vs PFG
+203.0%
+5.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.5% | +0.5% |
| 7D | -1.5% | +2.3% | -3.8% | -2.1% |
| 30D | +17.3% | +7.6% | +9.7% | +15.0% |
| 3M | +14.9% | +2.5% | +12.3% | +14.0% |
| 6M | +14.2% | +16.6% | -2.4% | +9.7% |
| YTD | +5.1% | +34.1% | -28.9% | -2.8% |
| 1Y | +2.1% | +44.1% | -42.0% | -7.3% |
| 3Y | -26.0% | +86.3% | -112.3% | -38.0% |
| 5Y | +9.0% | +101.6% | -92.6% | -12.2% |
| 10Y | +208.8% | +197.9% | +10.9% | +117.5% |
| All | +208.8% | +203.0% | +5.8% | +117.5% |
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