-47.6%
BMNR vs PFG
+49.5%
-97.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.4% | +2.4% |
| 7D | +0.2% | -0.4% | +0.7% | +0.7% |
| 30D | +39.9% | +2.9% | +37.0% | +36.4% |
| 3M | +51.5% | +6.7% | +44.8% | +42.0% |
| 6M | +18.9% | +33.8% | -14.9% | -11.8% |
| YTD | -7.8% | +35.0% | -42.8% | -33.0% |
| 1Y | -47.6% | +46.4% | -94.0% | -63.6% |
| All | -47.6% | +49.5% | -97.1% | -63.6% |
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