+75.6%
BN vs PFG
+71.3%
+4.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.5% |
| 7D | -1.2% | +6.0% | -7.2% | -5.8% |
| 30D | -10.9% | +2.2% | -13.1% | -12.6% |
| 3M | -11.1% | +10.4% | -21.4% | -18.3% |
| 6M | -4.4% | +27.8% | -32.1% | -22.0% |
| YTD | -14.1% | +33.6% | -47.8% | -32.8% |
| 1Y | -11.1% | +49.3% | -60.3% | -37.0% |
| 3Y | +75.6% | +69.7% | +5.8% | +5.4% |
| All | +75.6% | +71.3% | +4.3% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling