-28.8%
BIIB vs PFG
+247.4%
-276.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -4.0% | -3.0% | -1.0% | -3.2% |
| 30D | +5.7% | +2.5% | +3.2% | +4.9% |
| 3M | +10.9% | +6.1% | +4.8% | +9.0% |
| 6M | +14.3% | +31.3% | -17.0% | +5.7% |
| YTD | +22.4% | +33.6% | -11.1% | +12.4% |
| 1Y | +51.1% | +48.5% | +2.5% | +34.5% |
| 3Y | -16.8% | +69.6% | -86.4% | -29.0% |
| 5Y | -28.1% | +111.5% | -139.6% | -42.3% |
| All | -28.8% | +247.4% | -276.2% | -54.6% |
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 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