-10.0%
BDX vs PFG
+70.6%
-80.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.5% |
| 7D | -3.2% | -0.4% | -2.7% | -3.0% |
| 30D | -2.5% | +2.9% | -5.4% | -3.4% |
| 3M | +21.4% | +6.7% | +14.7% | +18.9% |
| 6M | +10.4% | +33.8% | -23.4% | +0.8% |
| YTD | +18.8% | +35.0% | -16.1% | +7.9% |
| 1Y | +21.7% | +46.4% | -24.7% | +7.8% |
| 3Y | -10.0% | +71.7% | -81.6% | -23.2% |
| All | -10.0% | +70.6% | -80.5% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling