+2.4%
BB vs PFG
+239.8%
-237.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | +1.8% | +3.2% | -1.4% | -0.1% |
| 30D | -12.2% | +0.9% | -13.2% | -12.9% |
| 3M | -12.3% | +7.7% | -20.0% | -16.4% |
| 6M | +122.7% | +29.0% | +93.7% | +91.0% |
| YTD | +104.5% | +32.5% | +72.0% | +72.3% |
| 1Y | +106.7% | +47.3% | +59.4% | +63.7% |
| 3Y | +70.0% | +68.2% | +1.7% | +24.2% |
| 5Y | -27.8% | +108.5% | -136.3% | -53.2% |
| 10Y | +2.4% | +241.4% | -239.0% | -57.1% |
| All | +2.4% | +239.8% | -237.4% | -57.1% |
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