+1,172.5%
BR vs PFG
+249.4%
+923.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -3.0% |
| 7D | -5.3% | +5.5% | -10.8% | -6.7% |
| 30D | +6.4% | +2.4% | +4.1% | +5.7% |
| 3M | +13.6% | +13.6% | +0.1% | +9.7% |
| 6M | -6.7% | +27.9% | -34.6% | -12.8% |
| YTD | -21.1% | +35.6% | -56.7% | -27.5% |
| 1Y | -29.6% | +48.5% | -78.0% | -37.0% |
| 3Y | -2.4% | +66.9% | -69.2% | -16.0% |
| 5Y | +11.2% | +111.0% | -99.7% | -10.8% |
| 10Y | +191.8% | +244.5% | -52.7% | +94.9% |
| All | +1,172.5% | +249.4% | +923.1% | +553.7% |
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