-21.2%
BIIB vs PFG
+184.0%
-205.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +2.0% | +2.4% | -0.3% | +1.4% |
| 30D | +8.8% | +5.9% | +3.0% | +7.1% |
| 3M | +20.3% | -0.4% | +20.7% | +20.3% |
| 6M | +23.9% | +14.8% | +9.1% | +18.9% |
| YTD | +44.0% | +31.9% | +12.1% | +32.7% |
| 1Y | +53.8% | +38.8% | +15.0% | +39.7% |
| 3Y | +13.8% | +82.4% | -68.6% | -4.4% |
| 5Y | -6.3% | +94.7% | -101.0% | -23.1% |
| All | -21.2% | +184.0% | -205.1% | -41.8% |
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