+51.8%
BEN vs PFG
+247.4%
-195.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.9% |
| 7D | +0.3% | -3.0% | +3.3% | +2.3% |
| 30D | +0.9% | +2.5% | -1.6% | -1.0% |
| 3M | +9.2% | +6.1% | +3.1% | +4.5% |
| 6M | +36.8% | +31.3% | +5.5% | +13.7% |
| YTD | +44.4% | +33.6% | +10.8% | +18.4% |
| 1Y | +45.8% | +48.5% | -2.7% | +11.1% |
| 3Y | +52.5% | +69.6% | -17.1% | +5.2% |
| 5Y | +37.7% | +111.5% | -73.8% | -18.3% |
| All | +51.8% | +247.4% | -195.6% | -40.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling