+6.1%
BAH vs PFG
+37.6%
-31.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.7% | +2.4% | -0.7% | +0.9% |
| 30D | +20.8% | +5.9% | +14.9% | +18.1% |
| 3M | +11.6% | -0.4% | +12.0% | +11.5% |
| 6M | +23.1% | +14.8% | +8.3% | +17.4% |
| YTD | +5.3% | +31.9% | -26.7% | -3.8% |
| 1Y | +6.1% | +38.8% | -32.7% | -4.1% |
| All | +6.1% | +37.6% | -31.5% | -4.1% |
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