+675.5%
BE vs PFG
+189.7%
+485.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.0% | +7.9% | +8.8% |
| 7D | -1.2% | +2.3% | -3.5% | -2.6% |
| 30D | -30.9% | +7.6% | -38.5% | -34.4% |
| 3M | -11.6% | +2.5% | -14.1% | -13.4% |
| 6M | -25.7% | +16.6% | -42.3% | -35.2% |
| YTD | +123.1% | +34.1% | +89.1% | +72.3% |
| 1Y | +43.4% | +44.1% | -0.7% | +4.6% |
| 3Y | +1,683.6% | +86.3% | +1,597.4% | +950.0% |
| 5Y | +465.4% | +101.6% | +363.8% | +221.1% |
| All | +675.5% | +189.7% | +485.8% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling