-40.8%
BMNR vs PFG
+51.4%
-92.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.1% |
| 7D | +4.9% | +5.5% | -0.6% | +0.2% |
| 30D | +35.5% | +2.4% | +33.1% | +32.5% |
| 3M | +39.6% | +13.6% | +26.0% | +22.5% |
| 6M | +18.2% | +27.9% | -9.7% | -8.7% |
| YTD | -8.0% | +35.6% | -43.6% | -33.5% |
| 1Y | -40.8% | +48.5% | -89.3% | -59.4% |
| All | -40.8% | +51.4% | -92.2% | -59.4% |
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