+6,539.9%
BN vs PFG
+960.1%
+5,579.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | +5.3% | -0.6% | +6.0% | +5.7% |
| 30D | +11.9% | +2.0% | +9.9% | +11.1% |
| 3M | -5.7% | -3.2% | -2.6% | -4.6% |
| 6M | -10.6% | +10.9% | -21.5% | -14.4% |
| YTD | -9.4% | +28.8% | -38.2% | -18.3% |
| 1Y | -8.8% | +39.2% | -48.0% | -20.3% |
| 3Y | +95.6% | +75.0% | +20.6% | +57.2% |
| 5Y | +30.2% | +91.9% | -61.8% | +1.3% |
| 10Y | +277.0% | +202.3% | +74.7% | +138.4% |
| All | +6,539.9% | +960.1% | +5,579.7% | +2,437.1% |
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