+1.3%
BIDU vs PFG
+51.4%
-50.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.4% |
| 7D | +2.4% | +5.5% | -3.1% | +1.3% |
| 30D | -10.5% | +2.4% | -12.8% | -11.0% |
| 3M | -26.2% | +13.6% | -39.8% | -28.7% |
| 6M | -16.4% | +27.9% | -44.3% | -22.2% |
| YTD | -23.9% | +35.6% | -59.4% | -30.4% |
| 1Y | +1.3% | +48.5% | -47.2% | -4.3% |
| All | +1.3% | +51.4% | -50.1% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling