+286.6%
BIIB vs PFG
+1,015.3%
-728.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | +1.1% | +5.5% | -4.5% | -0.3% |
| 30D | +6.9% | +2.4% | +4.5% | +6.2% |
| 3M | +12.4% | +13.6% | -1.2% | +8.8% |
| 6M | +16.3% | +27.9% | -11.6% | +9.2% |
| YTD | +25.5% | +35.6% | -10.1% | +16.0% |
| 1Y | +57.8% | +48.5% | +9.3% | +42.5% |
| 3Y | -17.3% | +66.9% | -84.2% | -27.8% |
| 5Y | -33.8% | +111.0% | -144.8% | -45.9% |
| 10Y | -29.6% | +244.5% | -274.1% | -52.2% |
| All | +286.6% | +1,015.3% | -728.7% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling