+149.3%
BWA vs PFG
+251.1%
-101.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +0.8% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -2.9% | +2.9% | -5.8% | -4.8% |
| 3M | -10.7% | +6.7% | -17.4% | -14.8% |
| 6M | +26.5% | +33.8% | -7.3% | +5.0% |
| YTD | +49.1% | +35.0% | +14.1% | +22.5% |
| 1Y | +52.1% | +46.4% | +5.6% | +18.4% |
| 3Y | +72.6% | +71.6% | +0.9% | +20.3% |
| 5Y | +89.4% | +113.7% | -24.3% | +14.7% |
| All | +149.3% | +251.1% | -101.7% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling