+45.1%
BAX vs PFG
+1,015.3%
-970.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.3% |
| 7D | -1.1% | +5.5% | -6.7% | -2.2% |
| 30D | -5.5% | +2.4% | -7.8% | -6.0% |
| 3M | +33.5% | +13.6% | +20.0% | +30.2% |
| 6M | +35.9% | +27.9% | +8.0% | +29.5% |
| YTD | +35.4% | +35.6% | -0.2% | +27.7% |
| 1Y | +9.8% | +48.5% | -38.7% | +1.7% |
| 3Y | -32.7% | +66.9% | -99.6% | -39.2% |
| 5Y | -65.6% | +111.0% | -176.5% | -70.4% |
| 10Y | -34.9% | +244.5% | -279.4% | -50.7% |
| All | +45.1% | +1,015.3% | -970.2% | -18.6% |
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