+9.7%
BKR vs PFG
+46.8%
-37.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.1% | -9.7% | -6.2% |
| 7D | -8.8% | +4.9% | -13.7% | -9.6% |
| 30D | -13.1% | +5.7% | -18.7% | -14.0% |
| 3M | -18.9% | +2.6% | -21.5% | -19.1% |
| 6M | -27.2% | +19.8% | -47.0% | -31.8% |
| YTD | +10.7% | +36.3% | -25.6% | -2.7% |
| 1Y | +9.7% | +47.9% | -38.2% | -6.0% |
| All | +9.7% | +46.8% | -37.2% | -6.0% |
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