+142.2%
BP vs PFG
+184.0%
-41.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +3.8% | +2.4% | +1.4% | +2.5% |
| 30D | -5.3% | +5.9% | -11.2% | -8.4% |
| 3M | +9.3% | -0.4% | +9.7% | +8.6% |
| 6M | +7.2% | +14.8% | -7.6% | -1.6% |
| YTD | +38.0% | +31.9% | +6.1% | +16.5% |
| 1Y | +33.2% | +38.8% | -5.6% | +9.1% |
| 3Y | +50.3% | +82.4% | -32.1% | +2.7% |
| 5Y | +114.1% | +94.7% | +19.4% | +36.5% |
| All | +142.2% | +184.0% | -41.8% | +11.1% |
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