-36.1%
BBWI vs PFG
+51.4%
-87.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +3.6% |
| 7D | +1.5% | +5.5% | -4.0% | -1.3% |
| 30D | -5.2% | +2.4% | -7.6% | -6.4% |
| 3M | +11.1% | +13.6% | -2.5% | +3.3% |
| 6M | -13.4% | +27.9% | -41.3% | -25.2% |
| YTD | +0.1% | +35.6% | -35.5% | -15.6% |
| 1Y | -36.1% | +48.5% | -84.6% | -49.0% |
| All | -36.1% | +51.4% | -87.5% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling