-46.0%
BBWI vs PFG
+189.4%
-235.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.2% |
| 7D | -7.7% | -2.2% | -5.5% | -6.1% |
| 30D | +24.8% | +6.4% | +18.4% | +19.3% |
| 3M | +16.2% | +2.2% | +14.0% | +13.9% |
| 6M | +15.8% | +16.3% | -0.4% | +2.1% |
| YTD | +11.4% | +33.2% | -21.8% | -11.9% |
| 1Y | +3.2% | +40.6% | -37.4% | -21.9% |
| 3Y | -23.5% | +83.3% | -106.9% | -53.2% |
| 5Y | -67.4% | +97.7% | -165.1% | -82.0% |
| 10Y | -46.0% | +189.9% | -235.9% | -82.3% |
| All | -46.0% | +189.4% | -235.3% | -82.3% |
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