+668.0%
BE vs PFG
+185.1%
+482.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.3% |
| 7D | +10.8% | +2.4% | +8.4% | +9.0% |
| 30D | -19.8% | +5.9% | -25.6% | -23.0% |
| 3M | -18.7% | -0.4% | -18.3% | -18.7% |
| 6M | -33.7% | +14.8% | -48.6% | -41.6% |
| YTD | +121.0% | +31.9% | +89.0% | +72.5% |
| 1Y | +85.4% | +38.8% | +46.6% | +38.9% |
| 3Y | +1,709.5% | +82.4% | +1,627.1% | +981.6% |
| 5Y | +462.2% | +94.7% | +367.5% | +227.1% |
| All | +668.0% | +185.1% | +482.8% | +144.9% |
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