+69.0%
BWA vs PFG
+67.4%
+1.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | +0.1% | +3.2% | -3.1% | -1.6% |
| 30D | -5.6% | +0.9% | -6.5% | -6.2% |
| 3M | -10.7% | +7.7% | -18.4% | -14.7% |
| 6M | +23.2% | +29.0% | -5.8% | +6.0% |
| YTD | +46.0% | +32.5% | +13.5% | +22.7% |
| 1Y | +51.2% | +47.3% | +3.9% | +18.7% |
| All | +69.0% | +67.4% | +1.6% | +35.8% |
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