-24.3%
BB vs PFG
+110.7%
-135.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +3.1% |
| 7D | +0.5% | +6.0% | -5.5% | -3.6% |
| 30D | -12.4% | +2.2% | -14.6% | -13.9% |
| 3M | -15.3% | +10.4% | -25.6% | -21.4% |
| 6M | +128.8% | +27.8% | +101.0% | +90.9% |
| YTD | +107.7% | +33.6% | +74.0% | +67.2% |
| 1Y | +103.9% | +49.3% | +54.6% | +51.3% |
| 3Y | +72.6% | +69.7% | +2.9% | +14.5% |
| 5Y | -24.3% | +111.3% | -135.6% | -60.9% |
| All | -24.3% | +110.7% | -135.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling