+55.3%
BE vs PFG
+46.8%
+8.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.1% | -10.5% | -6.2% |
| 7D | -12.1% | +4.9% | -17.0% | -11.9% |
| 30D | -30.1% | +5.7% | -35.7% | -29.9% |
| 3M | -12.1% | +2.6% | -14.7% | -12.7% |
| 6M | -30.6% | +19.8% | -50.4% | -31.0% |
| YTD | +130.6% | +36.3% | +94.4% | +120.0% |
| 1Y | +55.3% | +47.9% | +7.4% | +46.2% |
| All | +55.3% | +46.8% | +8.5% | +46.2% |
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 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