-36.9%
BAX vs PFG
+239.8%
-276.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -5.1% | +3.2% | -8.3% | -6.1% |
| 30D | -12.2% | +0.9% | -13.1% | -12.5% |
| 3M | +21.8% | +7.7% | +14.1% | +19.0% |
| 6M | +36.3% | +29.0% | +7.4% | +26.3% |
| YTD | +27.8% | +32.5% | -4.7% | +17.5% |
| 1Y | -0.1% | +47.3% | -47.4% | -11.0% |
| 3Y | -33.3% | +68.2% | -101.5% | -43.0% |
| 5Y | -67.1% | +108.5% | -175.6% | -73.7% |
| 10Y | -36.9% | +241.4% | -278.3% | -59.4% |
| All | -36.9% | +239.8% | -276.7% | -59.4% |
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