+210.6%
BP vs PFG
+1,008.7%
-798.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -6.3% | +3.0% | -9.3% | -7.3% |
| 30D | -3.6% | +8.2% | -11.8% | -6.2% |
| 3M | +5.2% | +2.7% | +2.6% | +3.9% |
| 6M | +5.3% | +17.2% | -11.9% | -0.6% |
| YTD | +33.1% | +34.8% | -1.6% | +19.5% |
| 1Y | +26.3% | +43.6% | -17.3% | +10.9% |
| 3Y | +47.5% | +85.4% | -37.9% | +18.0% |
| 5Y | +106.2% | +102.2% | +4.0% | +59.2% |
| 10Y | +127.0% | +190.2% | -63.3% | +52.8% |
| All | +210.6% | +1,008.7% | -798.0% | +24.6% |
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