+681.9%
BNY vs PFG
+989.9%
-307.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | +0.3% | +3.2% | -2.9% | -1.6% |
| 30D | +1.9% | +0.9% | +1.0% | +1.2% |
| 3M | +13.9% | +7.7% | +6.2% | +8.9% |
| 6M | +42.3% | +29.0% | +13.4% | +23.2% |
| YTD | +41.8% | +32.5% | +9.4% | +20.9% |
| 1Y | +57.9% | +47.3% | +10.6% | +26.8% |
| 3Y | +290.7% | +68.2% | +222.5% | +188.1% |
| 5Y | +252.3% | +108.5% | +143.8% | +129.8% |
| 10Y | +412.8% | +241.4% | +171.4% | +142.7% |
| All | +681.9% | +989.9% | -307.9% | +64.3% |
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