-99.9%
BIYA vs PFG
+43.7%
-143.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +9.0% | +2.4% | +6.6% | +7.2% |
| 30D | -12.9% | +5.9% | -18.8% | -16.4% |
| 3M | -54.7% | -0.4% | -54.2% | -54.8% |
| 6M | -85.1% | +14.8% | -99.9% | -86.4% |
| YTD | -96.9% | +31.9% | -128.8% | -97.5% |
| 1Y | -98.5% | +38.8% | -137.3% | -98.9% |
| All | -99.9% | +43.7% | -143.5% | -99.9% |
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