+223.1%
BMNR vs PFGC
+7.0%
+216.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.9% | +3.6% |
| 7D | +0.2% | -4.8% | +5.0% | +1.8% |
| 30D | +39.9% | -12.5% | +52.5% | +45.7% |
| 3M | +51.5% | -9.7% | +61.2% | +55.6% |
| 6M | +18.9% | +7.0% | +11.9% | +13.5% |
| YTD | -7.8% | +4.5% | -12.3% | -8.8% |
| 1Y | -47.6% | -11.6% | -36.0% | -49.6% |
| All | +223.1% | +7.0% | +216.0% | +566.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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