+246.5%
BBY vs PFG
+251.1%
-4.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +9.4% | +2.9% | +6.5% | +7.6% |
| 3M | +19.3% | +6.7% | +12.6% | +14.8% |
| 6M | +47.9% | +33.8% | +14.1% | +25.6% |
| YTD | +39.6% | +35.0% | +4.6% | +17.6% |
| 1Y | +22.2% | +46.4% | -24.2% | -1.8% |
| 3Y | +45.0% | +71.7% | -26.7% | +7.4% |
| 5Y | +2.6% | +113.7% | -111.1% | -33.0% |
| All | +246.5% | +251.1% | -4.5% | +62.6% |
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 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