-13.6%
BKNG vs PFG
+46.8%
-60.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.1% | +5.7% | +7.6% |
| 7D | +15.6% | +4.9% | +10.7% | +12.8% |
| 30D | +8.0% | +5.7% | +2.3% | +5.0% |
| 3M | -11.8% | +2.6% | -14.3% | -13.0% |
| 6M | +3.8% | +19.8% | -16.0% | -8.8% |
| YTD | -19.6% | +36.3% | -55.9% | -35.5% |
| 1Y | -13.6% | +47.9% | -61.5% | -35.3% |
| All | -13.6% | +46.8% | -60.4% | -35.3% |
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