+639.4%
BBWI vs PFG
+1,008.7%
-369.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -4.2% | +3.0% | -7.2% | -5.4% |
| 30D | +24.9% | +8.2% | +16.7% | +20.7% |
| 3M | +13.2% | +2.7% | +10.5% | +11.8% |
| 6M | +12.1% | +17.2% | -5.1% | +4.0% |
| YTD | +11.1% | +34.8% | -23.7% | -3.3% |
| 1Y | +0.7% | +43.6% | -42.8% | -14.9% |
| 3Y | -23.8% | +85.4% | -109.2% | -42.1% |
| 5Y | -66.9% | +102.2% | -169.1% | -76.0% |
| 10Y | -45.3% | +190.2% | -235.6% | -66.0% |
| All | +639.4% | +1,008.7% | -369.2% | +115.6% |
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