-34.5%
BBWI vs PFG
+47.8%
-82.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -5.9% |
| 7D | -4.4% | +3.2% | -7.6% | -5.9% |
| 30D | -7.4% | +0.9% | -8.3% | -7.9% |
| 3M | -2.2% | +7.7% | -9.9% | -6.2% |
| 6M | -16.3% | +29.0% | -45.3% | -27.4% |
| YTD | -9.1% | +32.5% | -41.6% | -21.4% |
| 1Y | -34.5% | +47.3% | -81.8% | -45.9% |
| All | -34.5% | +47.8% | -82.3% | -45.9% |
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 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