-13.2%
BRKR vs PFG
+70.6%
-83.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -8.7% | -0.4% | -8.2% | -8.4% |
| 30D | -9.9% | +2.9% | -12.7% | -11.4% |
| 3M | -3.1% | +6.7% | -9.8% | -7.3% |
| 6M | +45.5% | +33.8% | +11.7% | +20.3% |
| YTD | +13.7% | +35.0% | -21.3% | -6.7% |
| 1Y | +67.4% | +46.4% | +21.0% | +30.2% |
| 3Y | -13.2% | +71.7% | -84.9% | -39.5% |
| All | -13.2% | +70.6% | -83.8% | -39.5% |
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