+173.2%
BKR vs PFG
+108.8%
+64.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.1% |
| 7D | -6.7% | -3.0% | -3.7% | -5.2% |
| 30D | -8.3% | +2.5% | -10.8% | -9.8% |
| 3M | -5.4% | +6.1% | -11.5% | -8.8% |
| 6M | +0.8% | +31.3% | -30.5% | -13.6% |
| YTD | +31.8% | +33.6% | -1.7% | +11.6% |
| 1Y | +28.6% | +48.5% | -19.9% | +2.4% |
| 3Y | +71.2% | +69.6% | +1.6% | +25.7% |
| All | +173.2% | +108.8% | +64.4% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling