+163.2%
BBIO vs PFG
+168.5%
-5.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.1% |
| 7D | -3.9% | -3.0% | -0.9% | -2.4% |
| 30D | -13.4% | +2.5% | -15.9% | -14.7% |
| 3M | +7.6% | +6.1% | +1.5% | +3.7% |
| 6M | -2.4% | +31.3% | -33.7% | -15.9% |
| YTD | -5.2% | +33.6% | -38.8% | -19.5% |
| 1Y | +36.9% | +48.5% | -11.6% | +9.4% |
| 3Y | +155.2% | +69.6% | +85.6% | +87.6% |
| 5Y | +44.0% | +111.5% | -67.5% | -5.7% |
| All | +163.2% | +168.5% | -5.3% | +33.1% |
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 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