+6,356.3%
BN vs PFG
+1,015.3%
+5,341.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.3% |
| 7D | -2.5% | +5.5% | -8.0% | -4.6% |
| 30D | -9.5% | +2.4% | -11.9% | -10.4% |
| 3M | -10.4% | +13.6% | -24.0% | -15.0% |
| 6M | -6.4% | +27.9% | -34.2% | -15.2% |
| YTD | -11.9% | +35.6% | -47.4% | -22.2% |
| 1Y | -8.6% | +48.5% | -57.1% | -22.2% |
| 3Y | +77.6% | +66.9% | +10.7% | +45.5% |
| 5Y | +37.0% | +111.0% | -73.9% | +2.7% |
| 10Y | +266.4% | +244.5% | +21.9% | +120.9% |
| All | +6,356.3% | +1,015.3% | +5,341.0% | +2,317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling