-23.8%
BBWI vs PFG
+86.4%
-110.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.9% |
| 7D | -4.2% | +3.0% | -7.2% | -6.3% |
| 30D | +24.9% | +8.2% | +16.7% | +17.9% |
| 3M | +13.2% | +2.7% | +10.5% | +10.6% |
| 6M | +12.1% | +17.2% | -5.1% | -2.4% |
| YTD | +11.1% | +34.8% | -23.7% | -14.2% |
| 1Y | +0.7% | +43.6% | -42.8% | -26.5% |
| 3Y | -23.8% | +85.4% | -109.2% | -60.9% |
| All | -23.8% | +86.4% | -110.2% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling