+53.9%
BEN vs PFG
+244.6%
-190.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.9% |
| 7D | +3.4% | +3.2% | +0.1% | +0.9% |
| 30D | +1.8% | +0.9% | +0.8% | +0.9% |
| 3M | +8.4% | +7.7% | +0.7% | +2.6% |
| 6M | +35.6% | +29.0% | +6.7% | +14.1% |
| YTD | +46.4% | +32.5% | +13.9% | +20.7% |
| 1Y | +46.3% | +47.3% | -1.0% | +12.0% |
| 3Y | +54.6% | +68.2% | -13.6% | +7.2% |
| 5Y | +39.4% | +108.5% | -69.1% | -16.6% |
| All | +53.9% | +244.6% | -190.7% | -39.2% |
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