+406.7%
BNY vs PFG
+251.1%
+155.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.6% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -0.2% | +2.9% | -3.1% | -2.1% |
| 3M | +14.9% | +6.7% | +8.2% | +10.0% |
| 6M | +40.0% | +33.8% | +6.2% | +16.5% |
| YTD | +42.0% | +35.0% | +7.0% | +17.3% |
| 1Y | +56.9% | +46.4% | +10.4% | +22.9% |
| 3Y | +289.9% | +71.7% | +218.2% | +172.0% |
| 5Y | +259.2% | +113.7% | +145.5% | +116.5% |
| All | +406.7% | +251.1% | +155.6% | +108.1% |
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 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