+566.4%
BBWI vs PFG
+1,015.3%
-448.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +3.5% |
| 7D | +1.5% | +5.5% | -4.0% | -1.1% |
| 30D | -5.2% | +2.4% | -7.6% | -6.3% |
| 3M | +11.1% | +13.6% | -2.5% | +4.5% |
| 6M | -13.4% | +27.9% | -41.3% | -22.8% |
| YTD | +0.1% | +35.6% | -35.5% | -13.2% |
| 1Y | -36.1% | +48.5% | -84.6% | -46.9% |
| 3Y | -44.1% | +66.9% | -111.0% | -55.5% |
| 5Y | -66.2% | +111.0% | -177.2% | -75.9% |
| 10Y | -54.8% | +244.5% | -299.3% | -73.6% |
| All | +566.4% | +1,015.3% | -448.9% | +93.6% |
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