+55.4%
BDX vs PFG
+247.4%
-192.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -5.4% | -3.0% | -2.4% | -4.8% |
| 30D | -2.2% | +2.5% | -4.7% | -2.8% |
| 3M | +20.1% | +6.1% | +14.0% | +18.4% |
| 6M | +9.1% | +31.3% | -22.2% | +2.5% |
| YTD | +17.9% | +33.6% | -15.7% | +10.3% |
| 1Y | +22.1% | +48.5% | -26.5% | +11.5% |
| 3Y | -10.5% | +69.6% | -80.1% | -21.1% |
| 5Y | -2.6% | +111.5% | -114.1% | -18.6% |
| All | +55.4% | +247.4% | -192.0% | +9.9% |
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 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