+264.7%
BN vs PFG
+239.8%
+24.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | -3.0% | +3.2% | -6.2% | -5.0% |
| 30D | -13.0% | +0.9% | -14.0% | -13.7% |
| 3M | -15.2% | +7.7% | -22.9% | -19.4% |
| 6M | -5.9% | +29.0% | -34.9% | -19.9% |
| YTD | -15.8% | +32.5% | -48.2% | -29.7% |
| 1Y | -12.2% | +47.3% | -59.5% | -31.6% |
| 3Y | +72.2% | +68.2% | +4.0% | +24.3% |
| 5Y | +33.2% | +108.5% | -75.3% | -15.7% |
| 10Y | +264.7% | +241.4% | +23.3% | +53.8% |
| All | +264.7% | +239.8% | +24.9% | +53.8% |
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