+883.7%
BAH vs PFG
+607.3%
+276.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.0% |
| 7D | -3.2% | +5.5% | -8.8% | -4.8% |
| 30D | +2.0% | +2.4% | -0.4% | +1.2% |
| 3M | -7.6% | +13.6% | -21.2% | -11.0% |
| 6M | -5.7% | +27.9% | -33.6% | -12.3% |
| YTD | -11.7% | +35.6% | -47.3% | -19.4% |
| 1Y | -27.4% | +48.5% | -75.8% | -35.4% |
| 3Y | -32.5% | +66.9% | -99.4% | -43.0% |
| 5Y | -3.3% | +111.0% | -114.3% | -25.3% |
| 10Y | +186.0% | +244.5% | -58.5% | +73.4% |
| All | +883.7% | +607.3% | +276.4% | +353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling