+210.3%
BP vs PFG
+960.1%
-749.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -11.6% | -0.6% | -11.0% | -11.6% |
| 30D | 0.0% | +2.0% | -2.0% | -0.8% |
| 3M | +6.7% | -3.2% | +9.9% | +7.4% |
| 6M | +2.2% | +10.9% | -8.8% | -1.9% |
| YTD | +33.0% | +28.8% | +4.1% | +21.1% |
| 1Y | +30.7% | +39.2% | -8.5% | +16.0% |
| 3Y | +44.2% | +75.0% | -30.9% | +17.5% |
| 5Y | +105.1% | +91.9% | +13.2% | +61.1% |
| 10Y | +133.5% | +202.3% | -68.8% | +56.0% |
| All | +210.3% | +960.1% | -749.8% | +26.3% |
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