+120.2%
BKR vs PFG
+251.1%
-130.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.3% |
| 7D | -7.0% | -0.4% | -6.6% | -6.8% |
| 30D | -8.1% | +2.9% | -11.0% | -10.3% |
| 3M | -6.6% | +6.7% | -13.3% | -11.3% |
| 6M | +0.9% | +33.8% | -32.9% | -18.0% |
| YTD | +31.1% | +35.0% | -3.9% | +5.5% |
| 1Y | +27.7% | +46.4% | -18.7% | -3.1% |
| 3Y | +71.2% | +71.7% | -0.4% | +14.3% |
| 5Y | +177.6% | +113.7% | +63.9% | +51.7% |
| All | +120.2% | +251.1% | -130.9% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling