+205.3%
BP vs PFG
+1,015.3%
-810.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | +3.9% | +5.5% | -1.6% | +2.0% |
| 30D | +7.6% | +2.4% | +5.2% | +6.6% |
| 3M | +0.7% | +13.6% | -12.9% | -3.7% |
| 6M | +15.5% | +27.9% | -12.4% | +5.9% |
| YTD | +30.8% | +35.6% | -4.7% | +17.5% |
| 1Y | +34.3% | +48.5% | -14.2% | +16.8% |
| 3Y | +35.1% | +66.9% | -31.8% | +11.9% |
| 5Y | +126.8% | +111.0% | +15.9% | +73.2% |
| 10Y | +123.4% | +244.5% | -121.1% | +44.1% |
| All | +205.3% | +1,015.3% | -810.0% | +22.6% |
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