-98.6%
BIYA vs PFG
+47.8%
-146.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | +2.7% | +3.2% | -0.5% | +1.0% |
| 30D | -16.7% | +0.9% | -17.6% | -17.1% |
| 3M | -74.6% | +7.7% | -82.3% | -74.9% |
| 6M | -85.4% | +29.0% | -114.3% | -85.6% |
| YTD | -94.2% | +32.5% | -126.6% | -94.4% |
| 1Y | -98.6% | +47.3% | -145.9% | -98.8% |
| All | -98.6% | +47.8% | -146.4% | -98.8% |
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 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