+1,319.5%
BR vs PFG
+243.4%
+1,076.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.2% |
| 7D | +1.9% | -2.2% | +4.1% | +2.4% |
| 30D | +15.9% | +6.4% | +9.5% | +13.9% |
| 3M | +13.7% | +2.2% | +11.4% | +12.8% |
| 6M | +31.0% | +16.3% | +14.7% | +25.5% |
| YTD | -12.0% | +33.2% | -45.2% | -18.9% |
| 1Y | -11.5% | +40.6% | -52.1% | -19.6% |
| 3Y | +14.9% | +83.3% | -68.4% | -3.5% |
| 5Y | +20.1% | +97.7% | -77.7% | -2.1% |
| 10Y | +278.9% | +189.9% | +89.1% | +164.2% |
| All | +1,319.5% | +243.4% | +1,076.1% | +631.9% |
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