+13.8%
BIIB vs PFG
+82.7%
-68.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +2.0% | +2.4% | -0.3% | +1.1% |
| 30D | +8.8% | +5.9% | +3.0% | +6.4% |
| 3M | +20.3% | -0.4% | +20.7% | +20.2% |
| 6M | +23.9% | +14.8% | +9.1% | +16.4% |
| YTD | +44.0% | +31.9% | +12.1% | +26.8% |
| 1Y | +53.8% | +38.8% | +15.0% | +32.2% |
| 3Y | +13.8% | +82.4% | -68.6% | -15.5% |
| All | +13.8% | +82.7% | -68.8% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling