-5.7%
BR vs PFG
+67.4%
-73.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -5.0% | +3.2% | -8.2% | -6.1% |
| 30D | -2.5% | +0.9% | -3.4% | -2.9% |
| 3M | +13.5% | +7.7% | +5.8% | +10.3% |
| 6M | -9.4% | +29.0% | -38.4% | -17.7% |
| YTD | -23.3% | +32.5% | -55.7% | -31.2% |
| 1Y | -31.6% | +47.3% | -78.9% | -41.2% |
| All | -5.7% | +67.4% | -73.1% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling