+614.6%
BEN vs PFG
+996.3%
-381.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | +7.2% | -2.2% | +9.4% | +8.5% |
| 30D | +14.1% | +6.4% | +7.8% | +10.6% |
| 3M | +9.9% | +2.2% | +7.7% | +8.5% |
| 6M | +17.4% | +16.3% | +1.1% | +8.2% |
| YTD | +57.3% | +33.2% | +24.1% | +35.2% |
| 1Y | +66.9% | +40.6% | +26.3% | +39.5% |
| 3Y | +85.7% | +83.3% | +2.3% | +34.6% |
| 5Y | +31.2% | +97.7% | -66.5% | -8.5% |
| 10Y | +61.0% | +189.9% | -128.8% | -10.3% |
| All | +614.6% | +996.3% | -381.7% | +84.0% |
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 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