+641.7%
BE vs PFG
+191.2%
+450.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.8% |
| 7D | -13.4% | +3.0% | -16.3% | -15.0% |
| 30D | -33.9% | +8.2% | -42.1% | -37.5% |
| 3M | -12.0% | +2.7% | -14.7% | -13.9% |
| 6M | -29.0% | +17.2% | -46.2% | -38.3% |
| YTD | +113.4% | +34.8% | +78.6% | +64.1% |
| 1Y | +33.2% | +43.6% | -10.4% | -2.6% |
| 3Y | +1,659.2% | +85.4% | +1,573.8% | +939.6% |
| 5Y | +461.4% | +102.2% | +359.2% | +218.0% |
| All | +641.7% | +191.2% | +450.4% | +133.0% |
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