+174.7%
BB vs PFG
+1,015.3%
-840.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | -5.6% | +5.5% | -11.2% | -7.6% |
| 30D | -11.8% | +2.4% | -14.2% | -12.7% |
| 3M | -25.5% | +13.6% | -39.1% | -29.3% |
| 6M | +121.3% | +27.9% | +93.4% | +100.5% |
| YTD | +103.2% | +35.6% | +67.6% | +79.9% |
| 1Y | +102.6% | +48.5% | +54.2% | +73.3% |
| 3Y | +37.5% | +66.9% | -29.4% | +12.8% |
| 5Y | -30.4% | +111.0% | -141.4% | -47.5% |
| 10Y | 0.0% | +244.5% | -244.5% | -38.9% |
| All | +174.7% | +1,015.3% | -840.6% | -8.9% |
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 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