-29.8%
BIIB vs PFG
+109.8%
-139.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -5.4% | +3.2% | -8.6% | -6.6% |
| 30D | +1.7% | +0.9% | +0.8% | +1.3% |
| 3M | +5.8% | +7.7% | -1.9% | +2.5% |
| 6M | +11.9% | +29.0% | -17.0% | +0.6% |
| YTD | +19.7% | +32.5% | -12.7% | +6.2% |
| 1Y | +46.7% | +47.3% | -0.6% | +24.3% |
| 3Y | -18.6% | +68.2% | -86.9% | -35.6% |
| 5Y | -29.8% | +108.5% | -138.3% | -49.0% |
| All | -29.8% | +109.8% | -139.6% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling