+320.2%
BKR vs PFG
+989.9%
-669.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -1.5% | +3.2% | -4.7% | -3.1% |
| 30D | -0.7% | +0.9% | -1.6% | -1.3% |
| 3M | +0.5% | +7.7% | -7.2% | -3.1% |
| 6M | +6.6% | +29.0% | -22.3% | -5.1% |
| YTD | +41.3% | +32.5% | +8.8% | +24.1% |
| 1Y | +42.2% | +47.3% | -5.1% | +19.0% |
| 3Y | +83.4% | +68.2% | +15.2% | +44.2% |
| 5Y | +203.6% | +108.5% | +95.1% | +114.7% |
| 10Y | +139.9% | +241.4% | -101.4% | +38.4% |
| All | +320.2% | +989.9% | -669.7% | +50.7% |
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 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