+36.6%
BP vs PFG
+46.8%
-10.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.1% | -8.3% | -3.7% |
| 7D | -8.4% | +4.9% | -13.3% | -7.9% |
| 30D | +2.2% | +5.7% | -3.4% | +2.9% |
| 3M | +8.8% | +2.6% | +6.2% | +9.5% |
| 6M | -0.5% | +19.8% | -20.3% | +1.6% |
| YTD | +36.2% | +36.3% | -0.1% | +39.2% |
| 1Y | +36.6% | +47.9% | -11.3% | +38.8% |
| All | +36.6% | +46.8% | -10.3% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling