-3.8%
BAH vs PFG
+110.7%
-114.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -4.3% | +6.0% | -10.3% | -5.8% |
| 30D | -4.5% | +2.2% | -6.7% | -5.1% |
| 3M | -7.6% | +10.4% | -18.0% | -9.9% |
| 6M | -10.6% | +27.8% | -38.4% | -15.9% |
| YTD | -12.6% | +33.6% | -46.2% | -18.7% |
| 1Y | -27.0% | +49.3% | -76.3% | -33.9% |
| 3Y | -31.5% | +69.7% | -101.2% | -41.0% |
| 5Y | -3.8% | +111.3% | -115.2% | -23.7% |
| All | -3.8% | +110.7% | -114.5% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling