+977.1%
BE vs PFG
+186.3%
+790.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.2% |
| 7D | +23.9% | +3.2% | +20.7% | +20.9% |
| 30D | +27.8% | +0.9% | +26.9% | +26.8% |
| 3M | +3.7% | +7.7% | -4.0% | -3.6% |
| 6M | +78.0% | +29.0% | +49.0% | +43.3% |
| YTD | +209.9% | +32.5% | +177.4% | +141.7% |
| 1Y | +389.6% | +47.3% | +342.3% | +249.7% |
| 3Y | +1,730.6% | +68.2% | +1,662.4% | +1,075.2% |
| 5Y | +1,227.8% | +108.5% | +1,119.3% | +637.3% |
| All | +977.1% | +186.3% | +790.8% | +243.1% |
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