+33.2%
BN vs PFG
+109.8%
-76.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.3% |
| 7D | -3.0% | +3.2% | -6.2% | -5.4% |
| 30D | -13.0% | +0.9% | -14.0% | -13.8% |
| 3M | -15.2% | +7.7% | -22.9% | -20.2% |
| 6M | -5.9% | +29.0% | -34.9% | -22.5% |
| YTD | -15.8% | +32.5% | -48.2% | -32.3% |
| 1Y | -12.2% | +47.3% | -59.5% | -35.1% |
| 3Y | +72.2% | +68.2% | +4.0% | +15.0% |
| 5Y | +33.2% | +108.5% | -75.3% | -22.7% |
| All | +33.2% | +109.8% | -76.6% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling