+587.1%
BBY vs PFG
+999.6%
-412.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | +8.1% | +6.0% | +2.1% | +5.7% |
| 30D | +8.9% | +2.2% | +6.7% | +7.9% |
| 3M | +22.0% | +10.4% | +11.7% | +17.3% |
| 6M | +37.8% | +27.8% | +10.0% | +25.1% |
| YTD | +37.3% | +33.6% | +3.7% | +22.4% |
| 1Y | +21.6% | +49.3% | -27.7% | +3.8% |
| 3Y | +41.5% | +69.7% | -28.2% | +15.7% |
| 5Y | +1.2% | +111.3% | -110.1% | -24.0% |
| 10Y | +237.8% | +240.3% | -2.5% | +104.7% |
| All | +587.1% | +999.6% | -412.6% | +113.9% |
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 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