-98.2%
BIYA vs PFG
+51.4%
-149.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | +1.3% | +5.5% | -4.2% | -1.4% |
| 30D | -21.0% | +2.4% | -23.3% | -22.0% |
| 3M | -74.3% | +13.6% | -87.9% | -74.8% |
| 6M | -84.6% | +27.9% | -112.5% | -84.8% |
| YTD | -94.2% | +35.6% | -129.7% | -94.4% |
| 1Y | -98.2% | +48.5% | -146.7% | -98.5% |
| All | -98.2% | +51.4% | -149.6% | -98.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling