-99.9%
BIYA vs PFG
+45.1%
-145.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +4.1% |
| 7D | +2.5% | -2.2% | +4.8% | +4.1% |
| 30D | -22.3% | +6.4% | -28.6% | -25.6% |
| 3M | -54.8% | +2.2% | -57.1% | -55.8% |
| 6M | -86.5% | +16.3% | -102.7% | -87.8% |
| YTD | -96.8% | +33.2% | -130.1% | -97.5% |
| 1Y | -98.6% | +40.6% | -139.2% | -99.0% |
| All | -99.9% | +45.1% | -145.0% | -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 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