+289.2%
BN vs PFG
+195.4%
+93.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.7% |
| 7D | +4.3% | +3.0% | +1.4% | +2.5% |
| 30D | +14.3% | +8.2% | +6.1% | +9.0% |
| 3M | -4.1% | +2.7% | -6.8% | -5.9% |
| 6M | -9.7% | +17.2% | -26.9% | -18.6% |
| YTD | -7.1% | +34.8% | -41.9% | -23.5% |
| 1Y | -7.4% | +43.6% | -51.0% | -26.8% |
| 3Y | +102.3% | +85.4% | +16.9% | +37.2% |
| 5Y | +35.9% | +102.2% | -66.2% | -12.8% |
| 10Y | +289.2% | +190.2% | +99.0% | +71.9% |
| All | +289.2% | +195.4% | +93.8% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling