-19.0%
BAX vs PFG
+82.7%
-101.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +0.1% | +2.4% | -2.3% | -1.1% |
| 30D | +4.1% | +5.9% | -1.8% | +1.0% |
| 3M | -4.5% | -0.4% | -4.1% | -4.8% |
| 6M | +49.2% | +14.8% | +34.4% | +37.5% |
| YTD | +35.2% | +31.9% | +3.3% | +15.7% |
| 1Y | +38.3% | +38.8% | -0.5% | +15.2% |
| 3Y | -19.0% | +82.4% | -101.4% | -40.8% |
| All | -19.0% | +82.7% | -101.7% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling