+155.8%
BRKR vs PFG
+1,010.4%
-854.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -8.7% | -0.4% | -8.2% | -8.5% |
| 30D | -9.9% | +2.9% | -12.7% | -11.0% |
| 3M | -3.1% | +6.7% | -9.8% | -6.1% |
| 6M | +45.5% | +33.8% | +11.7% | +29.0% |
| YTD | +13.7% | +35.0% | -21.3% | +0.4% |
| 1Y | +67.4% | +46.4% | +21.0% | +42.9% |
| 3Y | -13.2% | +71.7% | -84.9% | -30.6% |
| 5Y | -39.5% | +113.7% | -153.2% | -56.4% |
| 10Y | +153.5% | +247.8% | -94.3% | +41.9% |
| All | +155.8% | +1,010.4% | -854.6% | -32.9% |
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