+22.1%
BDX vs PFG
+49.2%
-27.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -5.4% | -3.0% | -2.4% | -4.7% |
| 30D | -2.2% | +2.5% | -4.7% | -2.8% |
| 3M | +20.1% | +6.1% | +14.0% | +18.0% |
| 6M | +9.1% | +31.3% | -22.2% | -0.1% |
| YTD | +17.9% | +33.6% | -15.7% | +6.3% |
| 1Y | +22.1% | +48.5% | -26.5% | +7.9% |
| All | +22.1% | +49.2% | -27.1% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling